A family of Microsoft word processing software products for creating web, email, and print documents.
Well, you may be missing a font, but the indication you have there is normal. Since you have not shown the name of the font, I can't tell.
Not all fonts contain all characters. To solve your issue, change to a different font in that dialog: a different selection of characters will appear. You can choose your bullets from any font you like.
The usual font is Wingdings, and you should have three Wingdings fonts on your system. They are supplied with Microsoft Office. You should find them in your Fonts folder, in the Microsoft folder.
Hope this helps