It's not the sound or the recoil of the gun that scared him, the point of that scene was to use him as a (joke) litmus test to see if he'll become a suicidal fuckbrain from playing Ghost Recon.
He passed that test, but I imagine that he was scared shitless with anxiety because of the pressure of a television show seeing what violent effects his hobbies have on him. He probably was just happy to get it over with by the end.
The fat guy though, he's got problems.