At that, Lucy looks him up and down for a moment. (Mostly up. He's got over a foot on her.) No idea what a gun is, or... modern technology in general probably?

"It's like a crossbow. It could shoot someone," she explains calmly. "Mind if I...?"

Since she doesn't know how to explain what she's about to do, all she can do is warn him she's about to do something. Then she gently sticks her hand through the glass, her arm looking as solid as ever, but clearly intangible. She reaches up to take the gun and pull it out of the machine.