In my experience, the stinging pain goes away after a few seconds. Of course, the closer you are to the muzzle of the gun, the higher the velocity of the pellet when it hits you. In general, one can count on coming off the field with a few welts from paintball impacts. The object of the game is to go out and capture the other team's flag while protecting your own. While you are trying to capture a flag, you also try to eliminate opposing players by tagging them with the paintballs.
Extra paintballs are usually fifteen cents or less each.
Better guns and facemasks are usually available at an additional cost. A beginner should plan to use 100-200 paintballs for the first few days with rental guns. If you start playing regularly and would like to have your own equipment, you have several options open to you. Buying a used pump action gun and a new pair of goggles is a good start. Buying yourself a new pair of goggles designed specifically for paintball is necessary.