If Ihave a warrant for theft of a firearm, what amI looking at?

You are facing at least 2 criminal charges - 1 for the theft of property and the other for the sale of stolen property (and possible other charges/penalties since a firearm was involved).  Accordingly, you should have legal representation in this matter.  An experienced defense lawyer might be able to get the charge dismissed on a technicality, possibly at least get it reduced, or win an acquittal at trial.  Since you are a first-time offender, a skilled criminal law attorney may also be able to arrange for "diversion" (or TX's equivalent) which is an alternative sentencing program whereby you plead guilty to the charge, receive a special probation, and upon its successful completion the charge will be withdrawn and your case dismissed.  Additionally, your record should be automatically cleared.  However, diversion is typically only allowed for a first offense.  This means that if you ever again get into trouble, it will not be available to you at that later time.  That is why if you gets an attorney who gets the charge dismissed, you will be eligible for diversion in the future if she should need it. 

Under no circumstances should you speak with the police without an attorney present (or speak to anyone further about the incident).  You are under no obligation to do so.

If money is an issue for you, see if you qualifyfor representation by the Public Defender's office or Legal Aid (there are income limits).  Also, check if there is a law school nearby to where the charges where brought; they typically run free/low cost clinics that handle these type cases.  Finally, you can contact the local Bar Association in the county in question; they may have a list of attorneys who will take your case "pro bono" (for free) or at least for a reduced fee based on your income/circumstances.