The Shotgun in Prey is one of the most useful items. It's great for taking down Phantoms, which are the second-tier of alien enemies, but you'll have to get it first.
The Shotgun is on the desk in the Security Office of the Talos I Lobby.
A lot of people think you need to get into I.T. Security to grab the keycard for this office, which involves fighting two Phantoms, but that's not the case. There is an alternate path into the Security Office that doesn't require any keycards.
Enter the Security Office corridor from the ground floor of Talos I (on the side where Morgan Yu's Office entrance is). You'll see a set of pipes and tubes along your left hand side as you enter this corridor that leads down to the locked security office door.
Climb these pipes and follow them until you reach a maintenance hatch. Open it, and follow the path until you drop down in the Security Office, where you will find the Shotgun and all sorts of goodies. While your there, you can open the safe in this office with this code.