You may find more information in VHS system - basic "kick-ass-in-battle" know how.
There are two kinds of weapons, namely double pistons and shotgun. Both can be upgraded in Patrick Hamlin's shop.
Double pistons Edit
It can attack twice per turn, but its damage is lower.
It can only attack once per turn, but its damage is higher.
Two kinds of ammo are available for use, with unlimited numbers of ammo.
Normal Ammo Edit
It will deal damages to enemies, but can be blocked by shields until the shields are broken down. Suitable for enemies with low and weak shields.
Bypassing Ammo Edit
It will deal half damages to enemies, but it cannot be blocked by shields. Suitable for enemies with high and strong shields, and low hp.
Your shield will absorb damages you receive, until it wears out. It will restore after the battle ends.
Shields can be divided in "weak" and "strong". For enemies with strong shields, it would be recommended to use bypassing ammo.
Shield levels can be upgraded in shops, but it can also be downgraded in some occasions.
HP, or the hit point, is the life of the character. When Celeste's HP reaches 0, she will be captured, which leads to a gameover. When your enemy's HP reaches 0, you win the battle.
Three kinds of grenades are available. Currently, the grenades are not available to buy, unless you choose the dancer in the prologue mission.
ECM Grenade Edit
It disrupt shields, lowering the shield level for a short time as well as dealing damage to enemies.
Explosive Grenade Edit
It deals damage to to enemies as well as breaking items in some occations.
Flash Grenade Edit
It leaves the enemies unable to counter attack for a short time.