Thank you so much for your feedback, Iron! You're supposed to go back to the table in the garage and get more ammo.
You can't die, that's true, but that is intended. You see, the idea is that the monsters are after your guns and ammo, not you. So it wouldn't make much sense for them to hurt you. We initially thought that, if they hit you, you lose your gun and you have to get it back before they eat it completely. But there wasn't enough time for that.
I agree with you, it lacks clarification. Once the voting is done, I'll definitely improve it. Art, UI, SFXs, everything.