you probably were making good...
But when you closed the shape, you made some faces inverted, and probably othe rthings which I don't know...
also, for videogames, it should not be used cilinders if you leave them unconnected.Or better said: join them at vertex level with the rest of the object. Not attach only, but actually weld th evertices. This involves quite amore knowledge of low pol modelling as new teselation will appear in the borders...
Do cilinders, yep, but not so high count. Less sides. Smooth shading wil make them look hi res.
Also, when so tiny, it is even less noticed.
never let geometry that is not seen inside the model .Each polygon counts for performance, but also to avoid weird conversions or engine problems...
if a piece of the weapon is gonna be animated -in reload, for example- that part must not be welded, but independent. But as a block itself, not made of ino joined tiny parts itself.
The tracing u did was good and u traslated good to 3d. You need more experience to close the meshes: the nitty gritty of editing the mesh, but you have good ideas on how to do it.
Also, care to jon vertices that are exactly coincident.
Some stuff you still can't control for probably not too experienced: you learn that in the way.
You exported it with no UV coords, so you would not be able to texture it.
An easy way for you to UV it in Blender is map from window from side view (numeric pad key "1" in ur scene , if I remeber well)
But in the Blender.org doc you should go to that section.
i also like a lot Metasequoia LE for modelling (not for uv mapping)
It's here :
http://www21.ocn.ne.jp/~mizno/main_e.html
remember, the LE is the only to export as an X file. The shareware one, does not allow export.
But Blender is also capable. I just like both.
Wings is great, also.
www.wings3d.com