Guns may be easy to shoot, but video games won't teach you how to use the gun properly. Give someone who plays a lot of video games, but has never fired a gun a Glock 19 and watch them take their thumbnail off because they held it wrong. Thats assuming they can even find the magazine release to load it.
And video games most certainly do teach good eye-hand coordination, which is essential to shooting (but not the only thing). But it does not have to be FPS games. Someone who plays a lot of guitar hero is going to have good eye-hand coordination as well.
In the pen&teller video, I figured the kid cried because he didn't expect any sort of kick or the loud bang. It was the shock of it all. Like someone jumping around the corner and yelling "BOO!". Most kids cry from that alone. I fired my first gun when I was 9 or 10. I didn't like it much. Now I'm an adult and I can't wait for my next chance to head down to the range

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The stronger argument is that violent video games desensitize kids to violence, which I think is total crap. A kid will be more desensitized/traumatized by watching the footage of the Rwanda genocide, or anything else that shows up on the evening news. Speaking of which, the most heinous crimes happening in the world all seem to be coming from places where video games essentially don't exist. e.g. Child soldiers in Africa don't play Modern Warfare 2.