One thing to remember is that all paintball guns are innaccurate to some degree. That is just the nature of shooting a ball and not a bullet shaped object. One shot may go right, one left, the next could go down. As you're asking for tips, I'm assuming you do not have your own gun so you'll have to rent from the paintball place. (arena or field, btw? Woodsball is so much more fun than an indoor arena imho) That means you will more than likely end up with a Tippman 98 Custom for your paintball marker.
I own a 98C; it's cheap, reliable, and extremely easy to maintain. That's why most paintball places use these as rentals. It's terribly innaccurate at range, but within about 50 feet it's decent. Just throw paint at your target, and compensate as needed.
Oh yes; do NOT wear your paintball mask on the top of your head when you are not in play. Your head is where most of your body heat is lost, and you will have a worse time with the visor fogging up when you wear your mask on the top of your head that you will when you just take it off entirely. I give off a lot more body heat than a normal person, and so I have to take extra measures to make sure my mask doesn't fog up. Quite a pain, really.
Depending on the weather and the arena itself, you should wear two layers. As a first time paintballer, you won't want to be worried about the pain of being shot. A sweat-shirt will block out just about all of the pain on your torso, a pair of pyjama pants underneath of your normal pants will block out 99% of the pain on your legs. Don't worry about your nether-regions; such shots are extremely rare and I find it not worth wearing a cup. They're too uncomfortable and a shot down there, while it may hurt a helluva lot (trust me!) it won't prevent you from making babies later in life.
As Becky said; defenders miss out on most of the game. Don't run into an arena and sit in the back corner waiting for an enemy to waltz by. Get out there and shoot your friends! Get your whole team together and get moving.
Oh yes; have fun! Paintball is one helluva fun and exciting sport. The pain is negligable most of the time, so don't worry about it.