How do I set an object to attract a bullet? (gravity)

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You'll likely want to use the physics behavior. Set the physics world gravity to 0 and apply a constant force on your bullets toward the middle of your planet. After that, it's merely a matter of tweaking the bullets' tangential velocities relative to the planet to get them to orbit.

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The bullet object needs to use the physics behavior, not so much for the planet. You'll apply the force using the "Apply force" or some such action of the bullet object.

Blending the use of the bullet and physics behaviors will yield nothing but pain. Custom movement would likely be relatively simple, though I wouldn't know how simple in comparison to just using the physics behavior.