My Weapon Is Not In The Character's Hand

There are a lot of reasons behind this, but I will try to cover all of them. If the gun is floating off to the side and your HeldObjectOffset file has it Zeroed out, then you may not be Re-Parenting it to your Chararcter. In other words it may be attached to the UEFN character and not your Character. This may be because you are not Attaching it to 1 (Your Skeletal Mesh) and 2 (Your Socket's Name). If your attaching it to your skeleton then you either don't have a socket or the socket name doesn't match the one you created. Add a Socket and make sure the name matched the Socket Name you are attaching it too.