CoD has a weird system of you being able to take as many bullets as you want, as long as you don't take them all at once. In other games such as CS:GO and TF2 (in fact, most FPS games), you have a set amount of health before being downed.
Meanwhile, in real life, you can take several bullets, depending on how far they go inside your body, as well as if they hit vital organs. Hit an arm and miss a major artery, you'll survive. An infection or metal poisoning will take some time to kill you.
Plus, this is DA. Humans have changed, hence anatomies have changed. While your character's skin is not as tough as a mythical dragon's one, it'll still take damage for the rest of the body. Assuming the organs have stayed the same. Heck, there are (off-RP) instances of bullets being able to regenerate characters; metal-controlling dragons, metal golems, etc.
Interesting fact: I shot a gun before, although seeing as I'm talking to Americans, you guys have probably shot more guns than me; I've only shot a pistol and a sniper rifle.
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Argh. Too much coke in 10 minutes. Now my urethra burns.
So anyway, do note mythologies will reflect the native population of that culture.