No dog is born gun shy - they are made that way by negligent training. That said, some dogs may be more prone to being startled by loud noises. Before you get your puppy anywhere near a gun, evaluate your puppy and get an idea for her temperament. If you notice her flinching when a door slams, that's a good indication that you're going to need to be very cautious in training that pup to the sound of a gun. Even the boldest puppy, however, can be made gun shy if you don't train her properly.
Start your training by making soft noises while your puppy is eating. At first, just clap your hands softly across the room from your puppy. If the puppy startles, back off. If the puppy ignores you and keeps eating, stop for the day. The next time the puppy eats, you can make the noise a little louder. Over the course of several days, you should be able to move on from clapping to banging lightly on a food bowl. Always start soft and gradually move up over the course of several days. Your goal is not to see how much noise it takes before the puppy flinches - it's to make a noise once every meal and have the puppy completely ignore you. If she ignores you, the training session was successful. Stop and wait for the next meal.
Remember that puppies naturally go through fear stages as they develop. If you notice your puppy going through one of these stages, this is a bad time to work on noise training. Don't coddle your puppy, but don't push her limits during this time either.
Once you can rattle a food bowl close to your eating puppy without getting a reaction, you're ready to move on to a blank pistol. You want to start with short crimped blanks like this:
You can also use a toy cap gun for this step. Before you start, test the blanks far away from your dog to get an idea what they sound like.
I never like to introduce a pup to gunfire without a bird. If you don't have easy access to birds, you can use the same steps we used with the food bowl around your eating puppy, however you should start a long way (i.e. 50 yards or more) from your pup before gradually working your way closer.
If you do have access to birds, your puppy should be well familiar with birds and your training methods before you add the sound of the blank pistol. Once you're ready to add the blank pistol to your training session, have your training buddy take the pistol and stand a long way away from you and your puppy. Put a check cord on your puppy and allow the puppy to establish point on a bird so that she can both see and smell the bird. Release the bird and, once you're sure your puppy can't catch the bird, release your puppy for the chase. Only when the puppy is in full chase mode with the bird in sight should your training partner fire the blank pistol. Again, this should be done at a good distance. Just like you did with clapping and the food bowl, repeat this multiple times over many weeks with the source of the sound gradually getting closer and closer to the puppy. Just as with the food bowl, the goal is for your puppy to have no reaction whatsoever to the sound of the blank pistol.
Even a dog who you think is trained to be comfortable around guns can become gun shy later in life if she is put in a bad situation. Always be mindful of your dog around guns. Never fire your blank pistol or a gun near the dog's face or ears. Use a smaller gauge shotgun around a young dog and avoid having multiple people shoot at the same time. Never shoot around a dog unless there are birds around and don't shoot around a dog when the dog isn't expecting it. If the dog didn't see or hear the bird go up, hold your fire. There will be more birds but there will never be another dog like this one.