I have no idea what I'm buying on the left side menu. Do each of those guns only have a limited number of shots? They seem to just stop at some point, or is my damage too weak? What do the x1, xu, xp and MAX mean? What am I buying x1 of? Are there particular weapons that I should be focusing on? Should I bother with my own pistol?

I just want to make the numbers get bigger...

The five guns on the left are the only five you ever get, but you level them indefinitely. Every 10, 15, 25 or so levels you'll be able to buy an upgrade for the gun that does something more substantial ilke 2x fire rate. You can see the next upgrade for each gun by mousing over the small icon beneath their level. Prioritize these upgrades.

They all shoot indefinitely as well and are basically how you progress. The most basic strategy is always upgrade whichever gun is cheapest - that will level all five at a similar rate.

Leveling your pistol is alright, mostly necessary for using your cooldowns on bosses. Overall your own pistol isnt too important.

The x1, xu, xp thing is to upgrade your weapons in chunks so you can compare upgrade prices easier and not need to click as much. x1 being one level at a time, xu is one upgrade at a time (so 10, 15, 25 level chunks or whatever). xp is leveling until premier or whatever it is called - basically you prestige guns every 100. And max is just spend all your money.

@nime: Sometimes I'll come across bosses where I just do dick all for damage. Is that just me being too weak for it? I think that's where I'm getting the feeling my guns stop working.

You use your click pistol more when you just start out, so get that index finger stretched out.

@lukeweizer: Yeah that just means you're too weak and you need to grind more. You can also use your cooldowns and click for a huge damage boost - thats the only time it's especially worth it to click yourself. Mostly its just waiting around to become stronger though.