It is great fun, and I thought it is very anti-war. After getting killed about 10 times in one day I knew I would never go to war. If a paint bullet is that scary how much worse would facing a real bullet be.
You get really hot running around in paintball, so don't wear too much clothing, just put up with a couple of bruises. Definitely wear gloves, otherwise the bullets will tear your fingers apart if you get hit. The box is a good idea too.
I have seen paintball in the US on tv shows and it is small fields with inflatables. You probably get more hurt due to the close proximity of everyone. In Australia the fields I have been to have been huge and in the bush, so if you are somewhat afraid you can hang around the back snipering people and not getting too close to other players for any major painful hits..