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In episode 4 of Dennou Coil Yuko Amasawa is ambushed by the Daichi's Hackers Club and during the inital ambush Yuko is hit by a bullet from one of the Hack Clubs Straiters (the machine guns), much later Yuko ends up defeating the club by having the Mojo steal a bunch of Straiters and ambushing the club in the Science Room.

Following that while Fumie is trying to get information on Yuko she fires a beam at the back of Yuko's head before Yuko starts to push it back.

considering that these bullets and beams seems to be apart of the virtual world visible only though Glasses, what happens to a person when they get hit by these? Yuko seems like she was hurt when her hand got hit by a bullet but all what happened was a distortion of the graphics of her hand which i assume she wouldn't see if she wasn't wearing her glasses

Memor-X
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I don't think those visuals are physically painful; it's a psychosomatic reaction. The brain sees a bullet hitting your hand and responds as though a bullet actually hit your hand. Pain is at least partially neurological; you can feel pain even if your nerves don't fire.

Once the brain "checks" with the nerves in the affected area and realizes that the hand is okay, the phantom pain will subside, but in the meantime the lizard brain takes over.

I think that neatly ties into the themes of the show. The virtual world isn't just a fantasy realm with no actual impact on the real world; what you do there has actual consequences.