Did you know there’s another gun in the room where you get Prey’s first gun? It’s a nice reward for getting creative immediately, using the GLOO Cannon to build climbable nodes up the wall.
To find it, once you get past the more linear story-driven setup bits, you’ll enter a room with popcorn-looking GLOO blobs all over and the culprit, the GLOO Cannon, will be laying on the floor next to a desiccated corpse. Grab that sucker, obviously, but don’t venture onward quite yet. If you look up, you’ll notice a second floor walkway bordering the very same room. In Prey, if you see something, chances are you can get there if you're stubborn and creative enough. This is the very first lesson and reward in that vein.
Use the GLOO Cannon to shoot nodes up the wall, then climb them to reach the second floor. The Disruptor Stun Gun will also be near a corpse, which is a good way to get the player’s attention, I suppose. Grab it and search the dead body to get a decent amount of ammo to try out with your new electric pistol.