There are three types of ammo; handgun, rifle, and shotgun. Caliber refers to the size of the round that a firearm can shoot. Generally speaking, the larger the number, the bigger the hole it creates and the more stopping power that it haves. Some are measured in inches (.38, .22, .40, .45, etc.) while others are measured in millimeters (9mm, 10mm, etc.) The exception is shotgun ammo which is measured in gauges which means the smaller the number the bigger the shell.
In the chart below, the top row are popular handgun rounds, the second are popular rifle rounds, and the bottom row is popular shotgun rounds.