Firing a particle effect prefab from your character

The simplest way would be to have a reference transform at the point where you want to spawn the particle effect. Ideally you have a spawn pool to work from that will cache n number of particle prefabs, but to get started you can simply have a GameObject member variable to hold a reference to the prefab that you'll be spawning. Once the setup is complete just instantiate the prefab at the position. You'll probably want a projectile type script on the prefab you're spawning that will drive your projectile, but you could also drive it from the 'gun'.

 void OnFireGun()
 {
     GameObject projectile = GameObject.Instantiate(projectilePrefab, spawnRef.position, spawnRef.rotation) as GameObject;
 }
 
 
 // on the projectile
 
 [RequireComponent(typeof(Rigidbody))]
 public class Projectile : Monobehaviour
 ...
 void OnAwake()
 {
     Rigidbody r = rigidbody;
     if (r != null)
         r.AddForce(transform.forward * speed, ForceMode.Impulse)
 }
 
 // OR, for rocket type projectiles that continually accelerate
 // cache a reference to the rigidbody in OnAwake
 Rigidbody r;
 void FixedUpdate()
 {
         r.AddForce(transform.forward * speed, ForceMode.Acceleration)
 }

Ask 10 people get 10 different answers as to the 'best' way. Experiment with what you find and you will soon discover a 'best' way of your own. It all depends on what your use case is. Welcome to Unity!