public class Bullet : MonoBehaviour
{
    public GameObject Gun ;
    public Vector3 direction ;

    public void Awake()
    {
       // You can't use Gun yet
    }

    public void Start()
    {
        if( Gun != null )
            Debug.Log("I've been instiated by " + Gun.name ) ;
    }

    public void Update()
    {
        transform.Translate( direction ) ;
    }
}

public class Gun : MonoBehaviour
{
    public void Shoot()
    {
        GameObject instance = Instantiate( bulletPrefab ) ;
        Bullet bullet = instance.GetComponent<Bullet>();
        if( bullet != null )
        {
            bullet.Gun = gameObject;
            bullet.Direction = transform.forward;
        }
    }
}