The gun used to kill the singer Selena will be smashed with a sledgehammer and thrown into Corpus Christi Bay on orders of a state judge. ''It's time to finally bring closure to such tragedy,'' the judge, Jose Longoria of District Court, said. Several groups opposed the destruction, saying the revolver was a part of history. The founder of Selena's fan club, Yolanda Saldivar, shot her with the .38-caliber revolver in 1995. The gun, lost after the trial, was recently found in a court reporter's home.