It always depends on why they are asking and what they are asking for.
If they are asking for a magic weapon that their character uses then I'll tell them be patient and I'll they will get something they can use as long as their party agrees to let them have it after the party finds it...
If it's something like...LET ME BE AN ORC PALADIN...well...seeing that Orcs are merely monsters in my world with no capacity to be as able to attain ability or training as humans, elves, and other demi-humans...it's probably going to be something like...errr...NO.