Once upon a time, the only reasons for not using an ear piercing gun on noses was that the studs are very blunt, fit too tightly to noses and caused a lot of scar tissue and keloids. However, these types of piercing tools should not be used for any reason nowadays. The reason that piercing guns should not be used for ANY form of body piercing is that these tools are not designed to be sterilized and this leaves them capable of transmission of body fluid-borne diseases and infections, including hepatitis and HIV.
If nothing bad seems to be happening to the piercing and it is comfortable feeling to you, you may not have to do anything. Following potential disease transmission, the main worry is that the stud is too tight to the nose. The nose is composed primarily of cartilage and the lower ear, which piercing devices were invented for, is primarily soft tissue. The blunt stud of the gun causes a lot of trauma for many people, making for a very "angry" new piercing.
If the piercing is very reddened and the jewelry is too tight to the nose, try and visit a proper body piercing studio and have them switch the stud to a ring, which will make healing much easier.
I am just wondering if you would be able to give me advice on home piercings. I'm interested in piercing my nose and I am just curious if you could inform me on the proper way to do it at home.
If you have no training in body piercing, doing your nose at home by yourself is not a good idea. What if it comes out crooked? Do you know all about proper sterile technique so that it doesn't get infected? Can you keep your hand steady while pushing a thick needle through the tough cartilage of the nose?
Check out the listing of Piercing Studios on the BellaOnline site, and just make a simple appointment with a professional. You will get a quick and beautiful piercing much more easily that way.

You can now get an e-booklet on nose piercings. It contains more information on healing and aftercare (especially keloids), and a question and answer section based on email received at this site. Check it out!
For more on nose piercing, read more about them, or ask a nose piercing question. For body piercing aftercare, you might like Tattoo Goo Deluxe Tattoo & Piercing Care Kit or X-Pression & Blue Wave Piercing Aftercare Kit

