La bala está bajo la mesa.

Because Spanish normally uses estar for location.

• La bala está bajo la mesa = the bullet is located under the table.
• Ser (es) is usually used for identity, origin, time, and more permanent characteristics.

So here, the sentence is about where the bullet is, not what it is.

Here bajo means under or below.

In many situations, bajo and debajo de are very similar:

• La bala está bajo la mesa.
• La bala está debajo de la mesa.

Both are natural and correct.

A useful difference for learners:

• bajo is a preposition here and is slightly more compact.
• debajo de is also very common and often feels a bit more explicit in everyday speech.

So yes, in this sentence, they are basically equivalent.

Because both nouns are singular feminine, so they take the feminine singular definite article la.

• la bala
• la mesa

In English, this is the for both nouns, but in Spanish the article changes according to gender and number.

You cannot normally say:

• Bala está bajo mesa

That sounds ungrammatical in standard Spanish. Spanish usually needs the article here.

You mainly learn the noun together with its article:

• la bala
• la mesa

It is true that nouns ending in -a are often feminine, so that helps here. But it is only a pattern, not a guarantee for every noun in Spanish.

The safest habit is to memorize nouns as a pair:

• not just bala, but la bala
• not just mesa, but la mesa

The accent mark shows that the stress falls on the last syllable:

• es-TÁ

Without the accent, esta is a different word:

• esta = this (feminine)
• está = is (from estar)

So the accent is important because it changes both the pronunciation and the meaning.

A simple pronunciation guide is:

la BA-la es-TÁ BA-ho la ME-sa

A few key points:

• bala: BA-la
• está: stress on the last syllable, es-TÁ
• bajo: the j is a strong throaty sound, similar to the ch in Scottish loch
• mesa: ME-sa

In IPA for standard Peninsular Spanish, it is roughly:

[la ˈbala esˈta ˈbaxo la ˈmesa]

Yes. La bala está bajo la mesa is the most neutral, straightforward order.

But Spanish can move things around for emphasis:

• Bajo la mesa está la bala.
• Está la bala bajo la mesa.

These are possible, but they sound more marked or literary, or they put focus on a particular part of the sentence.

For a learner, the safest default is:

• Subject + verb + place
• La bala está bajo la mesa.

Yes, but only if the context already makes it clear what you are talking about.

• Está bajo la mesa. = It’s under the table.

Spanish often leaves out subject pronouns, and sometimes other information can be omitted when it is obvious from context. But if you are introducing the information for the first time, keeping La bala is clearer.

No. Bajo can be different parts of speech depending on the sentence.

Here, it is a preposition:

• bajo la mesa = under the table

But it can also be an adjective meaning low:

• un techo bajo = a low ceiling

And it can appear in other expressions too. In your sentence, though, it is simply the preposition under.

No. The gender here is grammatical gender, not biological sex.

• la bala is feminine because the noun bala is grammatically feminine.
• That does not mean the bullet is female.

This is a very common point for English speakers: in Spanish, noun gender is a grammar feature, not usually a statement about real-world sex.

No, not if you mean under.

• en usually means in, on, or at, depending on context.
• bajo means under/below.

So:

• La bala está en la mesa = the bullet is on the table / in the table area, depending on context
• La bala está bajo la mesa = the bullet is under the table

So bajo is the correct choice here.

Yes, it is grammatical and natural.

That said, in everyday speech many speakers might also say:

• La bala está debajo de la mesa.

Both are fine. Bajo is perfectly normal, but debajo de is also very common in conversation.