Playing Safely--What You Need
What to Bring:
Bring extra money because you may need it. Most field supply you with a minimum amount of paintballs, but it generally won't be enough. 
Expect to shoot 400-500 paintballs on your first day of play. Bring lunch and drinks, particularly plenty of water. Most fields do not have facilities for food and drinks.
What to Expect:
Most people that have not played Paintball before have no idea what to expect. The most common questions is "does it hurt when you get hit?" If you get hit by a paintball fired from close range (20 feet or less) it does sting a bit. Most people tell you that after the first time you've been hit, it rarely is an issue.
Once you're on the field, watch what the "regulars" are doing, where they are going, and how they play the game. More often than not, the regular players at the field are more than friendly and are willing to help new players. The same goes for field owners and managers. Start out slow and don't expect too much in the first game or two. Once you are comfortable (and have been shot a few times) the game will probably come naturally.
Playing Tips:
Don't stand in the open for too long.
It is wise to re-load your paintballs or just catch your breath from behind a tree or bunker. You'll be shocked at how many times you can be eliminated from a long way off.
Safety:
Never remove your goggles on the field or in the elimination zone. Newer players tend to want to remove their goggles as soon as they're eliminated from the game or just to clear the goggles. This is extremely dangerous for reasons covered in the safety section.
When you are eliminated--or if you are eliminated(!)--call "out" as loud as possible, raise your hand and walk off the field. Do not remove your goggles until you are back at the safe zone or in the staging area.
Don't argue with the referees or judges. If a referee calls you out, simply leave the playing field. The refs are there to help you have fun and to keep it safe. Listen to them at all time.
If you are working on your paintgun, always wear paintball approved goggles even if the air is disconnected.
Never play with anyone that is not wearing the proper goggles.
Always use a barrel plug when you are not playing.
With hundreds of paintballs traveling 200 miles per hour across the field, there is only one thing that will protect you eyes from severe injury--your goggles system. The statistics bear it out, more than 99% of all serious paintball injuries occur when players use the wrong type of goggles, or no goggles at all. Here's the most important thing you need to know, Never wear anything but goggle/mask systems made specifically for paintball.
There are a few basic rules to paintgun safety. First and foremost, never fire your paintgun when there are people anywhere near you (this include yourself) not wearing the proper paintball approved goggles. When you are in the designated safe zone, or anwhere that is not the playing fields, make sure to have your barrel plug in your barrel as well.