The speed of sound is the speed at which changes in pressure move through the air.

If a bullet is shooting through the air faster than the speed of sound it is said to be "supersonic". (The word "supersonic" literally means above, indicated by the Latin word "super", like "superior", stuck on the front of the word "sonic" meaning sound. "Sonic velocity" means at the speed of sound, and "subsonic" means below the speed of sound, Latin word "sub" meaning below stuck on the front of sonic, like submarine is below the surface of the sea.) A supersonic bullet is moving faster than the sound pressure changes move through the air. So you will not hear the bullet before it hits you.

All the energy in the sound pressure changes that are not going forward from the supersonic bullet has to go somewhere else instead. The pressure changes go into sharp changes in pressure between the air in front of the bullet and the air behind the bullet. These sharp changes in pressure are called "shocks", and they happen when the bullet reaches the speed of sound. Subsonic bullets do not create shocks because the energy can move forward in front of the bullet - you will hear a subsonic bullet before it hits you.