Mesh and Sphere Collider Not Registering

Alright, so I am trying to learn the basics of Unity so I made a 3D level in Blender for my character to walk around in. It works perfectly but when I add my bullet into the level, it just bounces off the walls instead of disappearing.

void OnCollisionEnter(Collision col)

I have this section located in my Bullet class. The bullet GameObject has a rigidbody, and the level has a mesh collider. Please help I cannot figure this out and it would be gret to move forward! Thanks in advance.

I believe collisions only work when both objects in the collision have rigid bodies
Try adding one to the wall to.

Thanks for all your help… I ended up adding a few more components to each GameObject and changing some of the setting and I got it working!