Paintball can be great fun, but it's very important that you understand what kind of player you are before you spend too much money on it. You can have different levels of experience, and that matters. You can have different styles of play, and that matters, and then there are other things to learn about. This site tries to cover all of them.
The Rec-ball player is a beginner, and needs to have a marker that is easy to maintain to start with. As your requirements and skill level increases you can then upgrade your marker to match your level. The Scenario player is more experienced, and needs a marker with more features, including the ability to fire automatically. Again you can upgrade your marker as and when skills and requirements require. You should think about a ported barrel here as stealth is important. Tournament players are the most experienced, and here you need to buy the right marker depending on the position that you play in on the paintball field.
Positions are basically front, mid and back. If you are at the front you want to be able to move quickly and shoot quickly. So the speed, weight and size of your gun is very important. Mid players will be shooting a lot of rounds so they need to have a high pressure system and will also want a system enabling them to shoot from many angles. Back players must be able to see everyone on the field - so they need high visibility goggles for that. They also need a high shot capacity so they should get a bottle of air supply.
There are two kinds of pressure systems - Carbon Dioxide (CO2) and High Pressure Air (HPA) and Nitrogen systems. These offer propulsion for the air to get a paintball going. The CO2 system is the most common, with a tank size to determine how many rounds you can shoot. But CO2 can be a liquid or a gas, depending on the temperature, so velocities and thus accuracy can be affected. High pressure systems are always a gas so velocities don't change, which means better accuracy, although you should remember that some fields won't offer to refuel high pressure systems but can do for CO2.
When you have the right marker and system for air there are quite a few accessories to think about. The hopper is the plastic container to hold your paintballs and come in various sizes. The belt pack is there to hold your extra paint and loaders and other supplies. The squeegee is used to keep the gun barrel clean, they can be stick or pull-through. Then there is the barrel which can be changed, with length improving accuracy but sometimes stifling speed.