Air guns can shoot darts, .177 pellets, .22 pellets, or BBs.
The more accurate and higher powered models usually shoot pellets, and are pump loaded. The pump allows you to control the amount of air pressure. They cannot be fired rapid fire, but are analogous to a bolt action rifle. The are accurate and powerful, but not for rapid firing.
The cheapest, least accurate, and least powerful, are generally BB guns, and spring loaded. They can be a lot of fun and cheap to learn on, but are not for high performance air gun use.
The following pages will get into greater detail on the various power sources, types of air pistols, and what each ones best use.