Both Sides Have a Point: The writers tried to give both sides of the gun rights debate reasonable arguments. Word of God says that if there is any message in the episode, it is that irresponsible idiots like Homer shouldn't own guns.
Bowdlerization and Banned in the UK: The heavy references to guns and scenes glamorizing and playing gun misuse for laughs got this episode banned on most UK channels. The few times the episode did air on UK TV had to have scenes of gun misuse and scenes of guns shown in a glamorizing light edited (specifically, the ending where Marge goes to throw the gun away in the motel trash, but catches herself in the reflection and keeps it, as it makes her look sexy). The episode does appear on the PAL VHS release "The Simpsons: Too Hot for TV" and the complete season 9 DVD set.
Call Back: Among the many incidents from Homer's background check are fighting George H.W. Bush in "Two Bad Neighbors" and being institutionalized in "Stark Raving Dad".
Everyone Has Standards: Springfield's NRA members (which include a bitter, emotionally abusive old womannote Principal Skinner's mom, a Mafia henchmannote Louie, a surly bartendernote Moe, a Depraved Kids' Show Hostnote Krusty the Clown, a single mother who stole her lazy husband's convertible to get him to pay child supportnote Ruth Powers, and a gun-crazy rednecknote Cletus the Slack-Jawed Yokel) are shocked at how recklessly Homer uses his gun.
Lost Aesop: Marge and Homer are at odds over the gun he buys, which even leads Marge to briefly leave him. In the end, Homer finally agrees to let Marge get rid of the gun, so Marge heads to the nearest garbage bin to throw it out. However, seeing herself holding the gun from a reflection in the lid, she likes how dangerous and cool she looks so she decides to hold on to the gun, putting it in her purse. The writers said that there was no real message from the story, but if there was, it'd be that people like Homer Simpson should not have a gun, so... mission accomplished?
Powder Keg Crowd: Springfield descends into a full-blown riot out of sheer boredom.
Reckless Gun Usage: In the gun store, Home points it at the clerk and pulls the trigger five times (without bullets, thankfully). If this wasn't Springfield he would have been banned from the store immediately.
Strange Minds Think Alike: When Lisa told Homer the Second Amendment was just a relic, Homer conter-argued that it keeps them safe from the King of England. Later in the episode, when the NRA learned how irresponsible Homer was with his gun, Krusty started berating him by claiming that guns should be used for "family protection, hunting dangerous or delicious animals, and keeping the King of England out of your face."
Take That: The reason the soccer riot starts is because the soccer game is incredibly slow and boring.
Krusty: Come on, you schnorrers, do something!
What Happened to the Mouse?: The soccer riot was never resolved in this episode, and was only there as a cheap set up for Homer wanting to buy a handgun.