If you record at a proper level and take measures to minimize ambient noise, then you'll have no problem pumping up the volume later. When I'm in the field, I make sure the sounds I record have a healthy readout and adjust the input gain on my recorder until I can sustain a healthy level, but also while keeping it very low - it also depends on the depth of your device, whether its 16 or 24 bit. Then, implied sounds come in...say you want to record something but don't have an example in real life, well, it's better to take a bunch of sounds from around your house and combine them to realize the vision, rather than walk into a crowded, noisy supermarket and record that sliding door. I use the LUFS scale for mastering. And when I'm done EQing, reducing noise, messing with the pitch (Be careful when combining sounds that have had pitch changes - try and change them evenly in relation to each other; 1 semitone to 2 semitones, 2 to 4, etc.) then I slap it in the game. It's better to have to turn a sound down in the game editor than have to crank it up!
Try and record a sound at the lowest level possible while not dipping below the noise floor so that when you pump it up later, it will still have headroom and it won't "Smash" into your limiter - preserve transients. Sometimes, certain sounds sound alright with a teeny bit of smahing, like explosions, some gunshots and the like.
Go to Youtube, find a blockbuster film or gameplay footage from a AAA, turn the volume slider all the way up, then adjust your speakers to a comfortable volume. Then, go back into your game editor and you'll have a more accurate personal way to monitor your sounds when they all come together in a game world.
When recording firearms, stay as close to the gun as safely possible while keeping your gain way down until the firing of the weapon no longer clips the device and you get to at least -18dBFS peak per shot. this will ensure the most realistic "First-Person" weapon sound. Hold the device in the same direction the barrel of the gun is facing. If you're recording an AK, keep on the left side of the shooter to avoid being hit with the casings.