[jiggyboy]

The big downside to the legal doctrine of finders-keepers in this case is what happens if you eventually do have to use it to protect yourself. The inevitable investigation would illustrate the principle of “compound interest” in a way that even the most math-phobic would immediately and completely understand.

[BitWielder1]

“compound interest”

Good analogy. Depending on the history of the gun, of which you know nothing, you could find yourself in various depth of really hot water.
A cop gun - bad. A gun used in a crime and the ballistics to prove it - really bad.
You would basically not be able to use that gun, ever.
If you should ever get into trouble for anything, you don't want them to find it among your possessions.

Best to secure the area and call the cops.