Found out by accident, haha.

Yes, dual-wielding is unlocked by a story mission that gives the player an off-hand holster and it can be seen in some of my screens. Personally I don't like it. I like dual wielding fine, but not the look of the off-hand holster. I would much rather just have two normal hip holsters. Doesn't affect gameplay, just how it looks, which in this game is pretty important

I began dual wielding a pair of the revolvers you get from the gunslinger mission, then midway through I switched to a pair of double-action revolvers, one being the GTA V tie-in one. I thought I would like to trade damage for reload time and fire rate. But after a bit I decided they were not strong enough. Later in the game I used a pair of Schofield revolvers. By this point I had settled on all of my weapons and began customizing them all. You can change wood grain and varnish color, gun metal color (the Schofields were nickel plated), engraving, rifling, gunsights and more.

I really liked how guns were implemented in this game. The shooting is good. Once I had all of the weapons I rolled with

Bolt-action rifle. Small magazine, but hits hard and fires and reloads fast.

Rolling Block (rare) for big game hunting, and varmint rifle for small game

Semi-auto shotgun. Fully upgraded it is strong enough, and the larger magazine and fire rate made it my go to shotgun for most of the game.

Dual Schofield revolvers

For blades I didn't have a favorite. I liked the machete, but it doesn't quite look right hanging on the belt. One of my favorite weapons ended up being the tomahawk, It gets clean, quiet kills when sometimes the throwing knives didn't.