I was actually five years old when I got my first BB gun. I loved that gun. I still have it though it no longer works. I was told that if I shot anything with it that I shouldn't, I would never see it again. I knew my father was serious.
The bolded part above is what's critical. And in many different ways as a parent, I tried to hold to the motto "never threaten anything that you're not willing to carry out". My son got his first pellet gun at 10 years old. He knew it would be gone if he did something stupid.
JoeR