if you buy the right clothes, it doesnt hurt at all. but buy gloves and if ur a guy, PLEASE wear a cup. gloves help the most because you get hit on ur hands alot since that part has to stick out, and as always, wear a full face mask.
markers (paintball guns) and pretty expensive, but there are some cheap ones that can run at around 50 dollars. the next thing is firing mode. compressed air is expensive at first, but pays off in the long run since compressed air is easily bought and cheap. the canisters for the markers are expensive (upwards 80-100%). CO2 is cheaper, but runs out quite alot. it also changes density in different temperatures, giving inaccurate shots. if you really want to try paintball, i recommend a paintball zone or some place where you pay for gear and a marker, and you just play. it is quite expensive tho. especially the paint. most people tend to shoot alot and waste paint, ending up in having to buy a lot of paint. a case usually runs for 50 bucks, which is enough to last 4 people about 2 8 minute rounds.