It may seem like a lot of effort, but these are both great weapons to have early on as they can help with zombie crowd control and fending off the nefarious Mr. If you're playing as Claire, you should pick up the GM 79 Grenade Launcher, found in the same location. It's important to note that you'll need to pick up the spade key and the weapon locker key card before you can access the safety deposit room. If you're playing as Leon, the first gun you should pick up is the W-870 Shotgun, located in the safety deposit room on the first floor of the Raccoon City Police Station.
The type of weapons you pick up early on can make surviving the chaos of Raccoon City a lot easier.
Where to find Weapons in Resident Evil 2 Remake?