From CosplayWiki

A heat gun is an industrial strength hair dryer. Commonly use to strip paint off the walls, they can be purchased at most any hardware store. Heat guns are useful when working with wonderflex or other heat moldable plastic. You have to be careful when working with a heat gun that you don't hold it too close or apply too much heat to what you are working with, as it can burn things.

Caution

Be careful when you are using a heat gun they get extremely hot! You also have to watch when you are using a heat gun not to hold it too close or spend too much time heating one specific spot as it will heat it up enough that the material will melt or catch on fire. Any type of plastic that is heated up too much will start to release fumes that you do not want to breathe. Don't point the heat gun at anyone else either and don't use a heat gun on material that you are wearing, you will burn yourself!