"That depends entirely on how much the world I'm in accepts what I can do, and how obvious I make it that I've rejected a reality to substitute my own. Most people on Earth, for example, wouldn't buy that I can catch a bullet... but they WOULD buy that I could catch an arrow, because movies have conditioned them to believe it's plausible for a skilled martial artist."

Thank you, Karate Kid! Of course, catching an arrow is entirely possible in certain circumstances -- with a lot of practice, a planned stunt, a bow with a low draw weight, a special arrow designed to slow down rapidly. Catching an arrow launched with serious attempt to harm under battlefield conditions? Can't happen, normally. But it's plausible even if it isn't possible.