"Every time I saw her, she was so giddy and happy," said Amanda D'Ambrose, 23, Alan Diaz's sister.

D'Ambrose also knew Adam, and knew that Nancy owned guns.

"She was very responsible. She transported them safely. It wasn't something she boasted about," D'Ambrose told CNN.

Yet when she heard the news that there had been a shooting at Sandy Hook Elementary, D'Ambrose started calling Nancy Lanza's cell phone.

As the young woman recalls this terrible moment, she weeps. I was "hoping it wasn't true," she said.

Nancy Lanza's guns

The three weapons found at the scene of the shooting were legally purchased by Nancy Lanza, a law enforcement official familiar with the investigation told CNN.

The Bureau of Alcohol, Tobacco, Firearms and Explosives is investigating the school shooting.

CNN confirmed Monday afternoon with ATF that Adam Lanza and his mother frequented several gun ranges over the past several years. The agency will not identify which ranges.

Russ Hanoman, a friend of Nancy Lanza, said she was the "epitome of responsibility."

"They've painted her as some irresponsible gun freak, but she wasn't," he said. "She was a paragon for gun safety. She taught the boys how to use the guns responsibly."

Police Chief Donald Briggs Jr. said he, too, knew Nancy Lanza.

"She was a great person who would do anything for you, a heart of gold," he told the Union Leader newspaper.

"She was just a real, real nice, nice person."

Alan Diaz keeps asking the same question everyone is: How could this person he knew, who seemed a little off, kill children?

"You know," he began, "in the media, the person who does (these) things is seen as just evil. But I've thought for a long time: What about the people who knew them? What about the friends?"

He chews this over.

"They knew them as a person. And now, being in that situation, it is very strange," Diaz said. "I knew this kid and there was no sign ever that he could hurt another person."

Many people told Diaz not to talk to reporters, but he just wants to talk. He wants information he might never get.

"I want to know how this could happen. How ... a shy kid could do this."