I would NEVER advise painting bricks for any reason. I would suggest that you keep building in multi-color. This will allow your building technique (the most important part of Lego building) to expand and grow. As you collection grows, try to build one section all one color (grip, barrel, etc.). If you can, order bricks online from pick-a-brick or BrickLink. If you must color you gun, the best way would be to use duct or electrical tape since it won't permanently change (damage) your bricks and is easily removed. This also adds to the structural integrity, however, using tape will almost always warrant a negative review.
In the end, the decision is up to you. Don't build to please others, build to please yourself. Its always healthy to learn from other peoples creations and opinions though, just don't let it get in the way of having fun.