quick primer on touhou:
it's not the first bullet hell game (or series), but it's very influential, since it's run for over 20 years and had... i think 26 or 27 games now? 6 of those are fighting games though. it differentiates itself from other bullet hell stuff (e.g. CAVE) by having the patterns specifically be nice to look at. and also everyone is girls, of course. there's... like, one humanoid boy that's appeared physically. despite this, it's actually, miraculously, never sexualized at all?
the series takes place in Gensokyo (approximately translates to "wonderland") which is this supernatural enclave in japan where youkai (japanese mythical creatures) live. faith in the old myths has waned but gensokyo is just this zone where they can exist freely. there's a great barrier around it that's maintained (in part) by Reimu Hakurei, who's a shrine maiden. when some youkai or god or whatever is causing trouble, she (and whoever else is playable this week) go and beat them up and then drink tea with them.
that's the gist of it but
this post goes a little bit more in depth