Paintballs weigh a couple grams and fly at around 200-300 feet per second. If shot from a far distance, the paintball loses most of its momentum and just bounces off you, so be sure to check whether it actually broke on you. The rule at my field is the paint has to be at least a quarter sized amount in order to be out. If you do not know where you got hit, ask a ref or teammate for a paint check.
For clothing you can just wear 3 layers of bad shirts with the worst being on the outside. When/if you gain more confidence or it becomes to hot, you can just peel them off. Regular jeans and some cleats are fine. You can wear some old pair of shoes if you don't have any running ones.
Most of my bruises come from running into objects on the field or scrapping my arms/legs. So as long as you are not too over crazy, you should be fine. Paintballs will leave marks if they break on your skin, so I would recommend long sleeve shirts.
As far as tips for while playing, just remember to always be looking around the field. You want to know what is happening at all times. It also helps you to scout out good routes across the field to better cover, etc. When peeking out of cover, be sure to ALWAYS have your marker (paintball gun) up. I can't tell you the number of times I was too late bringing my marker up to aim at someone and missed the shot. Follow the rules they tell you at the beginning and you should do okay with the refs. No back talking or shooting the refs, but accidents do happen XD.
Paintball guns are not the most accurate things. I would recommend shooting it a couple times to get the feel of where the paint goes. You will want to take your time and aim before shooting. Spraying paint can get lucky hits as well but is not really recommended. Taking your time and moving to better spots in order to get a better angle on your target works much better.
Hope this helped and have fun out there.
3 years paintball experience