The Gamo Red Fire pellets in either .177 or .22 are mean deadly on critters up to coon in size. Experience here.
As for a gun, there are a ton on the market. Personally, and again from experience, I’d buy a rifle without a scope. Spend the extra money on a better gun. If you feel that you need to scope it, spend some money on an after-market scope made specifically for air rifles.
Those scopes that come with guns as a set tend to not hold up too well. If and when you do go with a scope, buy some medium set thread locking glue [Loctite] and use it liberally when you mount the scope. Use it on every screw that holds something to the receiver like a base and to all screws that secure the scope in the rings. I get the scope mounted tight and make sure eye relief and things are in order, then I loosen one screw at a time to apply the Loctite then tighten it immediately and very firmly. When all screws are treated and tight I let the gun sit over-night to let things cure up solid, then shoot away.