It is not the easiest nor is it dangerous to sell a gun online, I do it all the time right here on TFL. I sell guns for a living in the shop, I would NEVER trade a gun in at a store, you will get about half of what its worth.
All you need to do is post it for sale here in the for sale forums, with a price, and if someone contacts you to buy it, just ask for a postal money order and a copy of the FFL they want you to send it to. If it is a long gun, you can use USPS to ship it out, just explain to them it is a firearm, and give them a copy of the FFL it is going to.
If it is a handgun, a private person cannot use USPS, but you CAN use Fed-ex or UPS. However it is usually cheaper to have a local gun store send it out for you USPS because they CAN, and you just pay them a transfer fee.
YOU DO NOT NEED AN FFL TO SHIP A FIREARM OUT. As long as it is going to an FFL you are fine. Only exception is if you wanted to send a handgun via USPS, they only take handguns from FFL dealers or manufacturers, but WILL take a long gun from a private individual.