It's likely fine, they are a large FFL. I traded a gun to Buds Gun Shop once without issue. Just accepted their offer, boxed it up, slapped their UPS label on the box and dropped it off at the UPS hub. I've never sold or traded with Guns.com, but I've bought from them without issue.
If it's an unusual/low demand gun that will likely take forever to sell here in the classifieds, you might try consignment at a local gun shop. Some gun shops will also list it on Gunbroker for you for a consignment fee, which exposes you to a nationwide market.
I got an offer from them once but ended up selling it here. The offer was fair, just was able to sell locally. I bought a new Springfield Range Officer Target from them at a fair price without hassle.
Sold a gun to guns.com recently. Easy process, they even send you a box and bubble wrap to ship your gun, along with a UPS shipping label. They can direct deposit the funds in your bank account or snail mail you a check, your choice. They also email a bill of sale to you when they receive your gun.