Get some kind of identifying information on the seller, and hope that it is not false. That way if you learn that you do indeed own a stolen firearm or one that was used in a crime, you have something to point at when LEO's are asking uncomfortable questions.
This was learned from hard experience. Bought a beautiful pre-owned but almost never shot Walther PPK/S (true german) for a reasonable price. Less than a week later, I was explaining to the police department about the stolen gun that I had dropped off at the local gunsmith's shop for inspection. Turns out it was stolen from my father's business partner's company truck. Kinda hard explaining that one away.
Looks like SBRaider and I were in a typing race to the same idea, I lost.