Welcome to the forum.
I have no idea why Alden said, "that gun is loaded". He doesn't have X-ray vision and even if he did it doesn't work on photos posted on the web.
It will take a while but you might get use to him.
Anyway, what he said is worth thinking about.
A lot of black powder muzzleloaders sold are loaded and people don't realize it.
That said, the first thing to do is to find a cleaning rod or something that fits down the bore and shove it down the barrel until it stops.
Clamp the ramrod with your thumb at the muzzle and pull the rod out. Then, lay the rod along side of the barrel using your thumb against the muzzle to position it.
The tip of the rod should almost reach the nipple on the side of the barrel if the gun is unloaded.
If the ramrod tip is over 1 inch short of reaching the nipple there is a good chance it is loaded.
The "EDERSOI" is actually, "Pedersoli", one of the better Italian gun companies that makes muzzleloaders.
For a Pedersoli pistol in good condition, I think you paid a fair price.
You've already been told about the powder to use and a powder load that will work.
The "grain" that's being talked about is a weight of the powder charge but just to make things more confusing, we always measure the "weight" by the volume a certain amount of real black powder of that weight takes up.
That means you don't actually weigh it. You measure it by pouring it into something. A brass "powder measure" is the best thing to use but if you have access to some spent pistol cartridges, they can also be used.
A .30 cal Carbine or .38 Special cartridge will hold about 20 or 23 grains of black powder.
http://www.muzzleloadingforum.com/fusionbb/showtopic.php?tid/247958/
You will need some cotton cloth or patch to put the ball in when you load the pistol.
For a pistol like this, a piece of an old T shirt or skivvies will work. (Cut the material into a 1 1/8" X 1 1/8" square.
Lubricate the cloth patch with some vegetable oil or Crisco. It doesn't need a lot. Just enough to wet the fabric.
When your ready to shoot, measure out the powder into the powder measure and pour it down the bore.
Place the patch on the muzzle and put a .430 to .440 diameter ball in the center of the patch and press it down into the bore.
It won't go all the way in with just your finger/thumb pressure.
Now, you need the "short starter" or a block of wood (or a plastic mallet) I didn't mention to press the patched ball fully into the muzzle.
A short starter is a wooden ball with a few dowels projecting from it. One about 1/8" long and one about 2-3 inches long. The short dowel is for the initial start I just mentioned and the longer one gets the ball far enough down the bore that a ramrod can be used to shove it the rest of the way down to the powder load.
In any case, ram the patched ball down until it stops on top of the powder charge.
Only now, can you think about putting the priming cap into place on the nipple.
Place it on the nipple and press it down until it stops, using your finger or thumb.
Your gun is now fully loaded and ready to fire.
Have fun.
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