How do I talk to my neighbor about the pistol he sleeps with?

I don't think you would be doing the right thing going and asking him to change the way he lives and I don't think you have a right to talk to him (I am uming you are in the US). It is your responsibility to keep your child out of the house and safe. Don't care how good a friend the child is, the most important thing is to make sure your child does not get shot - you need to get your priorities right. And I doubt very much that your neighbour is going to change his behaviour to keep you happy. I think you should tell the neighbour why your child is not allowed to play at their house.