I agree with Rev, I seem to have more luck attaching when I use attach actor to component then the other attach actor to actor. In this case actor would be the weapon and component would be the mesh of your character. And I would also suggest going into the skeleton of the character, choose the right hand and right click and make a socket. Then you can right click on that socket add a preview mesh of the weapon and position, rotate, and scale it accordingly, thus when you attach and use that socket (snap to target) it will look just how it looked in the preview mesh.