Welcome from El Paso. (Italy must be a nice upgrade from this stink hole, lol) If you want a handgun you have some months to wait, till you are 21 (enjoy your youth). No 'process' involved. You fill out a form, pass an instant background check, and walk out the door with your new gun. You want to carry a gun, you take a course, pass a background check, pay a fee, wait a few weeks, and that's about it. If you move back to Texas, try the Hill Country. It's much nicer there.
