The sport is called paintball because you use balls filled with colored paint as your ammunition. Paintballs come in several sizes: .50, .62, .63, .68 and .72 caliber. When choosing your paintballs make sure they meet the specifications of your gun barrel diameter. Paintballs are biodegradable and non-toxic and they get their color from dyes.
You should take into account the playing conditions when selecting the color you want and use a bright color in wooded areas, so you can see where the paintballs land. Paintballs can deteriorate, with age and humidity being the major reasons why.
You should keep a fresh supply of balls and store them in dry, cool areas. You should never use dirty paint balls as they can damage your barrel or prematurely burst and clog the gun.