He starts by saying that many people think he is against weapons, but he is not quite against what one goes and thinks. But he also says that the only reason he would go with the gun would be just to try and say "are there problems" like Ice Cube.
He's going to Atlanta Georgia to talk to the citizens of Atlanta about guns. Those he spoke to believed that most people should have weapons to defend themselves and that they were not opposed to so many having to walk around with a gun. But they thought it was wrong to walk around the street and show the weapon (like showing oneself in a way).
After Atlanta, he goes to the city of Kennesaw and here they love weapons more than anything else. As it says on t-shirts "In Kennesaw, all households are required by law to have weapons" - here the expression is that it is very common to have weapons there.
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