gun fire

When he's young start off with a starter pistol. You can start right away. Do it when he's having fun and fire a shot from a short distance maybe 20 yards. If he stops and looks at you act like nothing's out of the ordinary. Eventually you can move in closer and closer.
Keep doing that and he won't care about the noise and even relate it to fun things.

Once your confident he could care less about the pistol, fire off your shotgun quite a distance away, 40 yards? while doing something he loves...preferably retrieving. Eventually work your way closer to him.

I needed an e-collar on my pointer but their personalities are light years away from labs. I'm hoping i won't need one.

Remember that you're not supposed to teach with an e-collar, it's a tool to help with commands the dog already knows.