I came across this gif. Apparently actor Chris Pratt is cracking some kind of a joke here, but I'm not sure if I get it. He said this line after he had showed off his guns.
Any tips would be appreciated.
He's talking about a CCW permit. It is a legal document, similar to a driver's licence, for example, which you have to carry with you every time you carry a (concealed) gun.
If he brought his guns, but not his permit, he probably shows off how courageous (or stupid) he is.
I don't know more about the context, however, only what you've provided, so there's that.
EDIT: Another thing I thought of is that he does not refer to literal guns, but to his body part(s). Saying he needs a permit for those implies the body part(s) are huge.
Since well-muscled arms are sometimes called 'guns', and (in the United States) a permit is required to carry a gun, it is a joke of juxtaposition. Effectively, this is the same as saying "I should need a permit to carry these."