Short version:

Basically, the roof of your mouth presents skull bones which are much thinner than many other parts of your skull.

Longer Version:

If you hold the gun with the grip facing downward, as others have said, I guess the hope is you get a shot straight through your medulla oblingata.

If you obliterate that, bam, instant brain death basically.

But if your angle is off, you may only sever your spinal cord, now you get to be mostly conscious, in extreme pain, as you collapse and asphyxiate.

Or you may just blow part of your jaw off. That might not even kill you.

If, on the other hand, you go grip facing up, the ole’ Bud Dwyer…

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You have a much greater liklihood of obliterating a whole lot of your brain’s frontal lobe, the executive decision part.

probably? You’d lose consciousness completely within seconds, 10(s?) of seconds at most, your brain activity would grind to a complete halt as the massive bleeding would just stop the remainder of your brain from working.

But also: Phinneas Gage.

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Sometimes people can survive insane bullshit like this.

Personally, I once met a guy that claimed he’d been shot with a .22 in the forehead, that that was the source of his scar there, and that his forehead skull was actually just thick enough that it stopped the .22 without the fracture creating any spall of loose bone fragments into his brain.