New to the game. What kind of gun should I be using?

Hi folks. I recently bought a PS5 Pro (and the disc accessory) and decided I would play Bloodborne. I've had since launch but constantly shelved it.

It's a fun game but I'm really bad. I'm stuck at the Shadows of Yharnam. I have no idea how far in the game that is, and I'm not really looking for spoilers.

I just have one nagging question. I don't quite understand what the differences in the guns are, and I don't really understand the meta discussions around each item.

Is there a certain gun that pairs well with a Ludwig's Holy Blade?