The difference is the amount of time to play. Bullet games are under 3 minutes, while blitz games are usually between 3 and 5 minutes.
What is Bullet Chess?

Ok, thanks. I've played Daily and Rapid (30 minute) formats so far. I guess Blitz and Bullet are just faster. I'll give it a go when I am short of time but fancy a game. I've just googled Chess960 - that's a wierd one.

I like Chess960 because it keeps the principles of the game and throws out the memorized opening lines.

Chess.com is great but it’s missing and introduction to all these different formats for beginners.