To make a bullet,just go to the terminal,click on bullet and click the Tirangle button,you can click the options to make/edit bullet.For info on HDI and IOD etc,just browse through the board.And shunder weapons are usually Long swords,crush weapons are usually Great swords/Buster swords and pierce is usually Short sword.They should usually show the stats of the weapon so you should be able to see them.So basically shunder,crush and pierce are stats.

Making a bullet: Go to terminal> Bullet>Create new bullet.
HDH - Head Direct Hit (bullets that go up then falls down like a meteor)
IOD - Internal Organ Destruction (Bullets with orb: sticky wherein after impact succeeding shots will be fired from the orb)

Sunder, Pierce and Crush are attributes/stats of each weapon/bullet. Specific attributes is the weakness of certain aragami (e.g. Crush is used to break aragami parts easier). You can see the attributes of your items when you change/craft/upgrade equipment. It's located on your right.