It isn't wrong that they are organizing. It isn't wrong that they are trying to influence policies.
I don't disregard them as mere pawns, either -- but several have been shown to have a conflict of interest there. In any case, the arguments on the table need to be addressed regardless.
It's also sad that they don't protest cars, which are the largest child killers in the US, by far; or obesity, which also kills several times over the number than guns do. That's why (some of us) in the Right believe they're misguided. For the most part, schools are already gun free zones which is obviously not working well; and gun bans (of all sorts) punish equally the guilty, and the one who is planning an attack, and the entirely innocent. That is the problem. It's like banning viagra because someone may use it for rape.
But still, it isn't bad, per se, that they organize. Maybe something can come off this, more generally, in all sorts of issues.
Also, it's debatable whether they are millennials. Generations are always hard to define with precise boundaries, and to determine the end and beginning of the youngest ones alive is particularly difficult. But I'm assuming Boomers being 1945 to 1965; X'ers being 1965 to 1980; and Millennials being 1980 to late 1990s, roughly (again, edges are diffuse). These are not really Millennials anymore, but Digital Natives. (I mean, it's a tangential point, at least for your post, but may become an important difference later on.)