I'm only speaking for the men who joined Quantrill's command, but they didn't start out heavily armed. In 1862, Q allowed one man to join his command because he had his own pistol. I'm assuming it was a revolver, which wasn't a very common thing to have in pre-war Missouri. They were pretty expensive and a farmer didn't have a need for such a thing. They probably had a shotgun, maybe a hunting rifle, and a man of means maybe had a single shot pistol. If someone was in the freighting business, (which was a huge business in western Missouri), hauling goods to Santa Fe or to one of the many western forts, they would be more likely to have a revolver. I remember reading somewhere where the army would sell pistols at cost to emigrants travelling to Oregon or California.
But once the war started, it didn't take long for the guerrillas to acquire revolvers. There's many accounts of the guerrillas being better armed than the Federals chasing them.