When I create a multiplayer character, they never seem to start with ammunition in their weapon. I try adding it to the weapon, or moving the weapon to my inventory and back, but whenever I start a match, the weapon is empty and I have to reload it.
This is driving me crazy.

The gun should auto load with ammuntion when you drag it into your hands provided you have some ammo in your inventory for it. You should beable to do this while setting your character up if i remember right, you can also drag and drop ammo onto the weapon.

I just tried to quickly start a multiplayer match but since I was the only one I only had a few seconds after it declared victory to check and all my weapons did seem to be loaded.