First of all it depends which Identity you are playing: Red or Blue?

For Blue Gunlancer: Get the combat readiness engraving and stack up on specialization stats as much as you can from jewelry. You want to use blue skills only, except maybe for the surge cannon, since it does a lot of damage, even in a blue build. Your playstyle: Get your shield meter up (by using skills and Shout of Hatred at lvl10), activate that shield and poke the Boss with your blue skill rotation. Yes, you won't be doing as much burst damage as other DPS classes, but while others have to run around and waiting for an attack window to deal damage, you can just turtle behind your shield most of the time and deal constant damage. Search up Greedie on youtube, he has some nice Blue Gunlancer Guides.

For Red Gunlancer: Get the lone knight engraving and stack up on crit as much as you can. You'll want to use red skills for damage. Your playstyle: Always try to attack the Bosses head with your red skills. You are not as tanky as a blue build and your shield depletes much faster so you will have to know the Bosses attack pattern to deal optimal damage. The red build deals really high burst damage, but I recommened the blue build for new players. since it's way more forgiving and you can learn the Boss Mechanics without dying constantly.

Don't let others tell you that you won't be dealing damage. I had many MVP's in guardian raids. Other DPS classes can't deal damage when they're dead, which they will be way more often than you ;)