If you're having trouble catching a Dave the Diver jellyfish, you're not alone. When you first start out, you're likely to come across these sea creatures in various locations, but any attempt to catch them with a harpoon or gun is met with failure; clearly, their jelly-like exteriors somehow make them immune to physical damage.
You'll have a similar problem with tuna when encountering them, and there is a different way to catch seahorses, too. Those are problems for chapter two though, so if you'd rather just stick to the fishing woes of the early game, here's how to catch jellyfish in Dave the Diver.
