also, people are making a big deal about the pain. It can hurt if you get shot in certain spots (groin, head, lower back, neck) Everywhere else, its like someone flicks you with a rubber band. It will sting for about a minute, then go away.
As far as gear for scenarios and woodsball. Starting off, old army fatigues (you see a lot of people doing it, theres a reason for it). Its cheap, its effective.
Yes, go out and try it a few times to see if you like it before diving in. If you do, follow afformentioned tips. Your gun isnt the most important, its your gear.