The massage gun is useful. It's just not magic. What it can actually do: temporarily ease that stiff, tight feeling, get some blood moving, buy you short-term range of motion, help a worked muscle feel relaxed.
What it doesn't do: break up scar tissue, flush lactic acid, or heal tendons. Anyone selling you that is selling you the gun, not the truth.
Where: glutes, quads, hamstrings, calves, upper back and lats. Where not: directly on joints, bones, your spine, your neck, anything numb, swollen, or already injured.