Ammunition and overheat
Magazine fed guns consume ammunition. Your ammo supply is unlimited, but you do have to reload the weapon automatically or manually (the "R" key by default). Keep an eye on the ammo counter above the skill bar.
Energy weapons can be fired without reloading, but they generate heat and are thus prone to overheating.
When using energy weapons, the Ammunition Bar is replaced by an Overheat Bar. This bar will fill up as the weapon is fired. When the Overheat Bar is full, you won't be able to discharge the weapon until it cools down.
Different weapons have different overheat values. A lasgun will take far more shots to overheat when a plasma rifle.