Nice! I am looking at doing something similar in my garage. Darn truck is to long and doesn't fit, and just collecting crap now. Would make it better than the house, but the winters make things tricky up here.
Nice to have your own place. Love the gun rack too. Had one just like that as a kid. Most importantly, you need to to have a lockable door where only you have the key. This is critical so no family members can pester you. Does that slug shoot lights out in something? I have it too, but no repeat buyers for it (yet).
Nope... I just run the a/c unit. In cooler weather I'll leave the door open. I don't worry too much about it. I've been exposed to lead in some form or another most all of my life. There are certainly more hazardous things that we expose ourselves to on a daily basis than lead fumes. Now if I were grinding lead dust into the air I might be more cautious. YMMV
To be honest... I get my lead from a buddy who owns a tire shop. He saves me all the take off lead wheel weights. I melt them down after sorting and pour the lead into a cast iron cornbread mold. This is a process that I do outside due to the smoke and fumes.