Keep your kids' friends close. Have this boy over and see what he's like. If your son wants to go over to his house make sure you meet the parents first, and make sure there are no loaded weapons in the house. This boy is probably just making these things up to get attention, but of course you never know.
It's next to impossible to choose our children's friends, but it IS possible to restrict their time together, at least it is while they're young. But like I said, get to know the kid before making a judgement.
As far as your son's interest in weapons and military stuff, well that's pretty normal. Like you, I never expected my sweet, mellow son to be into that stuff but he is! And it started around 3rd grade or so. Both he (now 18) and my husband are hugely into military stuff, planes, battleships, weapons, history, etc. We don't own a single gun, or any other kind of weapon, and my husband and son are completely nonviolent people. So try not to worry about it too much, it seems to be a natural fascination for many males. Just keep a good eye on your boy and keep encouraging all the positive stuff. Parents still have a lot more influence than peers at this age :)