Weapons were something I didn't understand at first. I kept seeing a Scout with a different shotgun than me, or a Heavy who had slow-down effect with bullets, and couldn't figure out how to get them.
Essentially you can get items, including weapons, two ways. The first is to achieve the milestone achievements (there are three) for the class you want the gun for. For instance, consider the scout. To unlock the Force-A-Nature shotgun, you have to complete Milestone 1, which is obtaining 10 Scout achievements, such as capturing three points in one life or killing 50 enemies while stunned. You can press Esc while in game to view achievements from the menu, and even set the ones you're aiming for to display on your HUD.
Second, you can find them randomly by playing on servers. It is random, but as I understand it they did tweak it so that it happened more often here recently. You can also find hats and other things.
Other than that, just have fun and allow plenty of time to play. Don't sit down with it when you have a class in a half hour, you'll be absent everytime.
