Stupid Question from a New Guy

[SJJ]

I am looking at buying my first shotgun, and I have a really basic question: If I want to shoot skeet and hunt deer, can I do that with the same gun? That is, can I shoot regular shells and slugs with the same barrel? Or do I need to have a different barrels?

Beyond that, what other advice would you have for someone buying a shotgun for the first time.

Thanks!