[ ... oh. This will be fun to explain. And Yu is technically lying a bit when he says no one gets hurt. No one gets hurt permanently (in theory), but... that's really not the same thing. Still, he's not sure it's his place to say that. However, he can tell her about those 'guns'. ]

They're called Evokers, and they're not normal guns that shoot bullets. Instead, they're tools to help people summon their Personas more easily. You point one at your head and pull the trigger, and it will cause your persona to come forth.