Conversations, hang tags, letters, notarized documents are all fine and dandy, but they are not wills. If you do not have a will, then your state law has a plan for how your property will be disposed of, your state's default estate plan option. If you do not nominate an executor in a will, then your state law will determine what person is legally authorized to make decisions about your property.
If you do not have a personal estate plan, then your state's law has a plan for you, the default option. The state plan might be just fine, but unless you know what it is, your thoughts about what happens to your firearms could be ignored.
If you have enough money to have some firearms, ammunition and accessories, a computer and access to the internet, you have enough money to consult with an attorney. Ask the attorney to explain what would happen to your property if you die in that state without a will, the default option. If you are happy with that, then pay for the hour of time, smile and leave. If you want to do something different than your state's default option, then you need a properly drafted and signed will.
Oh, by the way, most people should also grant power of attorney to someone they trust, as well as naming someone to be their health care proxy. The attorney in fact under a power of attorney can take care of your affairs if you are incapacitated, but generally not make health care decisions. The health care proxy can make health care decisions if you are unable to do so. The terminology and legal details can vary from state to state.
