Domino5,
I would suggest wearing layers if you can. I am not sure where you live, but hopefully it isn't very hot there yet. I play with jeans, sweatshirt, and a pair of military fatigues over top. Camo military fatigues are thick nylon and they take a good bit of the speed out of the paintball before it hits you. It still hurts, but it only REALLY hurts on bare skin or thin clothing. Getting hit in the hands, fingers, neck and groin are worst case scenarios. Make sure you wear good gloves, since getting shot in the hands can easily happen.
If I had to compare the pain of a paintball hitting you with bare skin, it is kind of like getting a good slap with a 12 inch ruler. It stings and hurts for a few seconds, but usually the adrenaline in your body is kicking and it takes a lot of the residual pain out of it. We had about six girls from our church go for their first time a month ago, and they were hit lots of times. They didn't like it, but they didn't cry, nor did they quit the games. They were thin girls, and not the tough biker chicks or anything.
Just go out and have fun. And whatever you do, DON"T go look up people getting shot with paintballs on youtube. It will freak you out and you will not want to play. A few of my friends bailed on the game when they saw some videos.
Getting hit by a paintball at 75 feet hurts a lot less then getting blasted at 10 feet. At my paintball field, people are supposed to give you the option of surrendering if they are within 10 feet of you. If you surrender, you walk off the field and they don't shoot you. If you don't surrender, they will light you up and it will hurt like a B**ch.
Good luck!