You can make bullets out of almost any metal if you want, but there are always going to be tradeoffs. Why are most bullets today made of lead?
It's dense.
This means that you get more mass (hence more momentum) in a smaller package (hence less wind resistance). It's also deformable, so when it hits a target, it spreads and does more damage. It also has lower melting point meaning less heat energy to form the bullet (as AlexP points out).
That said, many high velocity rounds (like sniper bullets) are actually encased in a copper alloy or steel so that the bullet doesn't deform on firing withdue to the rapid increaselarge change in momentum being appliedvelocity.
Steel and Steel core bullets (which would be the primary alternative because of availability) are actually in use today; they make great armour piercing rounds because although they're not as dense as lead, they're much harder, meaning that they have more penetrating power with the momentum they have.
So yes, you could use other metals, but when you do, you just need to bear in mind the properties of the metal you're using to understand the pros and cons the change introduces.