Or, if we take a look at the Garden timeline.

Garden idea given to Edea by time-compressed Squall when normal Squall was roughly 5/6ish I'd say.

Therefore, Garden itself would only have been in operation roughly 10ish years before the game commenced. So there haven't been too many originally trained SeeDs.

But when Garden was first started, there needed to be some instructors, who were probably hired after they left certain armies. One of them probably was himself a gunblade specialist.

So the relatively short time that Garden has existed, the difficulty in learning the weapon, and the fact that only Squall & Seifer had been at the Garden since they were very young provide clear reasons why Squall became the first specialist with the weapon.

Agree with Iceglow that they probably all got basic training with a wide variety of weapons. But don't think they self-taught themselves.