OMG, Sig, Better get a little counseling buddy, sounds like this could be a tough 20 or so years coming up for both of you. You both broke the rules and pooped in your play pen and now its time to pay the piper. Nothing that cant be overcome but unless your independently wealthy, 5K rings and Hobbies are not a great investment for any of your futures.
Searching peoples phones for crap is kid stuff as well as having anything on your phone worth searching for is not useful. Baby is number 1, if its not, please consider adoption and start your young lives over again, this time use birth control or keep it in your hand.
Not trying to be harsh or rude Sig, this isnt any time to be thinking without purpose. There are way too many unwanted children in this country and each and every one of them deserves parents that will do everything they can to ensure their needs are always met, they are loved and nourished with all that is good not materialistic wants and other BS that wont mold a good adult when your done growing your child. Furthermore, any day you wake up with a taxpayers dime in your pocket because you and her couldnt hold up your end, more shame and despair will fall upon your child.
Now Im gonna answer your original question, When and how should you teach your child respect and love for guns (or something like that)? Start today by showing them what is to be respected and what is not! That comes through your preparations and commitment both before he/she arrives and after. Your child will grow to respect all of the words and deeds that his 2 parents utter and do. Once you both recognize that your child has grown to the point that they can and will respect your lead in their futures, show them, teach them, spend all your free time encouraging via demonstration then take them out plinking, if youve done all the s4it I outlined above, that happy day will come soon enough! Good luck, God Bless You and the Young Lady you will be inextricably bonded to for the rest of your natural lives.