Legally you don't need one-

as long as you don't believe he was a resident of another state, a felon, planned to use the firearm in a crime (or domestic violence crime), under the influence of alcohol, a habitual drug user, or otherwise forbidden from owning a firearm under federal law... then you can sell to him on a handshake..

figuratively speaking- but it's only polite to shake hands on it..

if you're concerned about something happening later- you have an identity from this website that can be used to trace them if they commit a crime with it... so I wouldn't lose sleep over it.