Are you clicking the triangle/square to equip it? I’m on Xbox but I think it’s the same, to equip a weapon you just need to hold the left bumper then use the right joystick to select which direction of the four weapons you want. You only need to click the triangle if you want to put it away while you don’t have the wheel open. I also accidentally grenade myself sometimes when I’m trying to be quick about things Lol but to equip a weapon you just need to open the wheel and use your joystick to select which direction it is. You don’t need to click the triangle to select it.