No worries! It's a good question.

If a character wants to have a weapon as a personal item, that's fine, but it won't come with ammo. However, there are plenty of other player characters that could probably help them make ammunition, or they might be able to pick it up on one of the worlds the heroes visit from time to time. So immediately, no, they wouldn't have ammo, but there are absolutely ways to get it in at least the medium to long term, if that makes sense?