A red herring is “is something that misleads or distracts from a relevant or important issue. It may be either a logical fallacy or a literary device that leads readers or audiences towards a false conclusion. A red herring might be intentionally used, such as in mystery fiction or as part of rhetorical strategies (e.g. in politics), or it could be inadvertently used during argumentation.” – From Wikipedia
So, the fancy gun in the story that grabs your attention and you think it will be a major part of the story and it fizzles out to nothing. That’s a Red Herring.