Heat gun paint removal is one way of removing paint from a concrete or stone surface. However, you should bear in mind that some older paints may well contain lead, which, when heated, will cause lead fumes to rise. These are not safe to inhale, so make sure the paint you are removing has no lead in it.
It is always best to err on the side of caution, and if you have no way of testing the paint for lead, it is better to use an electric heat gun rather than a naked flame heat gun. Always wear a respirator mask in case lead is present in the paint. At least if there is, you will be protected.
How to Remove the Paint
You will use the heat gun in the same way that you would if you were removing paint from wood. Keep the heat gun a few inches away from the paint and locate the heat source directly at the paint. Use a hand scraper to remove the paint as it peels away from the stone surface. The metal scraper will not sound very pleasant as it grinds against the stone, but you can only really use a scraper, unless you opt for a wire brush. Owing to the fact that stone is a porous material, it will be grained rather than smooth, and a wire brush might even work better on some stone surfaces.