You can even pretend to be in the military so long as everyone knows you're just pretending. Nobody's going to bash you for having an imagination and roleplaying out something that's fun for you while among friends and fellow paintballers.
It's only when it turns to impersonation and committing an act of fraud do things go south. That's a big no-no. Bottom line - you're not entitled to get any actual benefits of military service, including the respect and gratitude due to a real soldier, unless you actually served.