Your survivors need ammo to fight at night. If you don't have enough ammo, some of your survivors won't be able to help you at night. If you don't have any ammo at all, you will be defenseless and the zombies will destroy your village.
Every weapon a survivor uses needs a different amount of ammo to partake at night. Keep your eyes on that if you are low on ammo. Changing a weapon might help you conserve some bullets!
Like food, you can collect ammo by completing missions that reward it by tapping the notepad icon in the bottom left corner of the screen.
Make sure to build an Ammo Factory as early as possible. That lest you produce a bit ammo every day. You still have to go on missions but every bullet counts!
You can increase the amount of ammo you can store by building an Ammo Storage from the housing tab in the building menu.