What are the procedures to follow a misfire in a gun?

That depends on what kind of gun it is and what you mean by "misfire." In all cases, you should consult someone who is experienced in person if possible. That being said, here is a general list of ways to handle gun problems.

If you've loaded a gun, pulled the trigger, and the gun did not fire, keep the gun pointed in a safe direction and keep it shouldered/stay in a shooting stance for about 30 seconds. In the rare event that you have a hang-fire, the gun may be delayed in firing several seconds. If it still hasn't gone off, you'll need to unload the gun, which can vary depending on what it is.

For any gun with a removable magazine, remove the magazine. For rifles, there is usually a bolt, lever, or handle on the action that opens the action and removes the round. Shotguns usually have a handle, can be pumped, or "break open" in the case of an over/under or side-by-side. A semi-automatic pistol generall has a slide that is pulled back, a double action revolver has a cylander that swings out, and a single action revolver has a gate that opens allowing the ammo to be pushed out. Either way, remove all ammo from the gun, set it aside (keep the suspected bad round seperate), and use some safe method to check that the barrel is clear and you don't have a squib round (google it).

If your question is what to do in the event of a semi-automatic hand-gun failing to feed or eject a cartridge, the general drill is to use your support hand to forcefully tap the magazine into the gun (to ensure it is seated), then to forcefully pull the slide all the way back and release it. If the slide does not close, remove the magazine, rack the slide several times, re-insert the magazine, and rack the slide once. This is generally called a tap-rack-bang, and there are pleanty of videos of it on you-tube.

Always make sure you keep the gun pointed in a safe direction with your finger off the trigger until you are ready to fire. If you need help, put the gun down and get help from a more experienced person. And as always, use these tips at your own risk.