Goggles must be worn during a game and at all times when a person is in an area where shooting is permitted, such as the target range or chronograph area. A protective facemask is mandatory nearly everywhere, and should be worn regardless.
Paintball is a very safe sport as long as safety rules are followed.
Insurance statistics have shown that paintball is safer than golf, jogging, tennis, swimming and many other sports. Preferably, you should wear dark green or brown, camo if you have some, with long sleeves. Don't worry the paint splats will wash out easily in normal washing, but you'll be running, crawling, crouching and kneeling alot - better to be comfortable than stylish. Wear good outdoor high-top shoes or cleats that provide good ankle support.