Filled with black powder. No bullet. In fact, cartridge boxes are inspected to insure that no "live ammo" is fielded.
Bite the twisted end off, pour the powder down the barrel of your musket, tamp with the ram rod, half cock the hammer, place a percussion cap on the nipple, full cock, aim, fire. Black powder smokes like a bitch.
Nothing looks stupider that a line of soldiers firing a volley into another line of soldiers, and not a single man fall. Often, we choose lots. "D3"=Dead on the 3rd volley. "W5"=wounded on the 5th volley. A blank slip usually indicates that you are free to play it by ear.