How do you buy them? The only way i've been getting weapons are through rewards/random loot drops. I do know that I can upgrade my weapons, which is awesome btw.
You buy legendary weapons for 150 marks from the Vanguard vendor (for vanguard marks) or the Crucible vendor (for crucible marks) or the faction vendors (for crucible marks). But you need to level up your vanguard or crucible rank to rank 3. And you need a "commendation" which you get from rank up reward packages. You can also get them as random drops from legendary weapons engrams. You can also get them from Nightfall as a random reward. You can buy exotic weapons from Xur on Fridays and Saturdays for strange coins. You get strange coins from doing the weekly heroic strike. You might want to read Hawkian's guides which are linked to in the OP of this OT. Hawkian explains a lot about leveling up and using weapons... some of his info is out of date, but all of his info it is still very useful.
You can also get Raid quality legendary weapons to RNG drop from the Vault of Glass or the Crota's End raid.
Unfortunately the game itself does a poor job of explaining it to you. If you come into Destiny thinking it's like Halo where you just pick up a weapon and start shooting then you've got a wrong idea. Destiny has huge weapon variety and you really need to pick the good ones that suit your play style, and you need to level them up to max out their damage potential.