I have no professional knowledge in this field. A simple programmer, but an ex professional Gamer for Consoles.
The trick here is to make these too awesome to use items, Multi use items. The player will immediately feel the urge to use one, but never feel terribly scared to lose them all. It gives you the understanding of what i does early. I play a little different than others, because I need to know the aspects of the items I collect.
The biggest example I have would be the Divine Blessing currently in Dark Souls. You have the opportunity to get 2-3 per entire play through. It's fantastic for quick healing, reducing bleed up, poison, curse...all trivial for in game, but it's full heal in less than 7 frames makes it incredible for pvp (even though healing is frowned upon...trivial comment) and for hard boss fights.
I received 1, and used it immediately not knowing what it did. Never received another one. boom.
Give 3 uses, and you won't need to truly worry about them saving it forever. They will understand what it does, and when they want to use them.
Now if this item is purely unbalanced. I simply say, don't do it. No player enjoys an unbalanced/unchecked weapon...in any game.
Can you imagine having a golden gun through all of 007? How did you feel about CS AWP users? Majora's Mask had the Fierce Diety Mask...but it was checked to 1 fight, and a ton of effort to get.
Normally it's a good idea to avoid "too awesome to use" items...A few approaches successful games took...
Call of Duty approach- You get this gun in these situations on these gametypes. Use them while you can because they aren't permanent. I just used all my ray gun, but i'm alive. an there is a chance I could get it again.
Borderlands approach - Give them a rarity weight and make the power within 1 standard deviation of the mean of the draws of the level you're at. If you get one, you won a digital lottery.
Dark Souls Approach - If its badass, you still have to have the stats for it. Make them earn the right to use it. THIS SWORD IS AMAZING...but need STRENGTH...50? 0.0
Halo Approach - Limit the uses, balance by making the power is available only with skill (sniper rifle has a faster turn speed unscoped), and allow it to be regained.
Platform Approach - Limited TimeFrame, instant Activation.
Fighter Character Unlock Approach - Different Attack Sets, Weakness to Certain attack types (special, quick, strong, ect)
So far balancing is really key here for weaponry. If it's a weapon, you probably shouldn't OP it. Otherwise the community will wreck the name of your game, Mortal Kombat's no weakness Kabal shot it's followings lifespan in half.
Truly, depends on the situation but if you really want to get someone addicted and invested in the game. You can follow even the blackhole of success's right now "Rage Of Bahamut"...don't play it. but you can study it.
They use old Psychology standard. The more effort you put in the better stuff you get...sometimes. Don't reward them for every little thing, but in non determinant intervals reward them. They'll play more and more, knowing there is a chance. I'ts still up to you on how you want to implement it.