Hey,
thanks for trying the game and giving good honest feedback, i appreciate it and will defiantly try your game too later on today :)
You can pick up the bullet, after the bullet slows down and its not "too hot", you'll see a red circle timer above the bullet which is the time you are allowed to pick it up without taking any damage.
if you pick it up while its still flying hot you'll take damage, but can pick it up nevertheless.
I only had time to implement a "How-To-Play" image, i didnt have time to invest in a proper tutorial like i do in most of my games but that's on the todo list :)