I am not sure if this is the correct section, if not i apologize.

My buddy ordered his first firearm a few days ago from a guy on gunbroker, a copy of the FFL was sent by a local gunstore and the guy shipped it.

Problem: Instead of the guy shipping it to the FFL he shipped it directly to my buddy. My buddy is now scared to go pick it up from the post office.

What should he do? I suggested he go pick it up and bring it directly to the FFL.

Have your buddy call his FFL and ask him how he would like to proceed.

or just take it to his FFL..its not his fault the guy shipped it wrong...

But it would be his fault if he knowingly picked up the package in violation of the law.  Known Associate has it right...contact the FFL and talk with him, then proceed accordingly.

It's not illegal to pick up a firearm from the post office, the only legal consequences are on the guy who shipped it wrong.
And that's an IF he shipped it wrong.

If it's a long arm and shipped intra-state then it's legal. (Federally speaking)

Edit: just realized you are in Guam, so pretty unlikely to be intrastate.  Any chance the post office can simply forward it to your FFL?