If you tell the captain of the basketball team that you're going to beat him at a game of hoops even though you've never played, you're speaking with a lot of bluster or false confidence and bravado.
Bluster can also mean a strong wind. On a blustery day, you'll see trees blowing and people holding onto their hats. When someone full of bluster is talking about how they can do something that you think they can't, they're blowing a lot of hot air in your direction. And coincidently, another name for that type of person is a blowhard.