Ah stuff, I'm like level 6 and I already got the mission where you have to kill Adam the Clown. I have no guns. Am I the right level and where can I find good guns?
If you wanna die, go ahead and fight him. There are a ton of cops with pistols near the ride, on the upper floor, but you are too low of a level to fight him and win(without getting in places he cant and shooting him, and such).