-How would I make a hollow barrel?
May be an easier way, but...
Make a cylinder, go into edit mod
Select the two inside vertices in the middle of each end, and delete
You now have an hollow barrel with no thickness
select all
Press E, and select region
Without moving the area you are extruding, click to place, then scale it to the thickness you need
-How would I make a gun more rounded?
Forget where it is, but try bevel