Small balls filled with paint pack a powerful punch!
You can play paintball without some pieces of equipment, but you can't play the game without the paintballs. A paintball, which is commonly just called paint, is basically a round, gelatin capsule that is about the size of a dime. Each one is filled with colored liquid, which is primarily a mix of polyethylene glycol and dye. Paintballs actually look pretty similar to round vitamin capsules or bath oil beads. The paint liquid inside the pellet is non-toxic, non-caustic, water-soluble and biodegradable. Early versions of paintballs hurt more, as they were made of glass and filled with indelible oil-based paint (what were they thinking?). However, you don't have to worry about paint marking your paintball clothing and skin these days, as it washes out easily with soap and water. When a paintball strikes a player hard enough, the gelatin ball usually breaks open, and the liquid leaves a paint mark, eliminating the hit player.
Paintballs come in different sizes and you need to make sure you're using the right size for your gun. If you put a paintball in the end of your barrel and it rolls out by itself, it's too small. If you can blow it out easily it's the right size, but if you have to huff and puff to get the pellet out, then it's too big.
Most paintballs and guns are called .68 caliber, which is known as the bore size. However there are a few factors that affect their exact dimensions. Most pellets are actually larger than .68 caliber and may even be .71. The pellets are very sensitive to heat and moisture and the weather can cause the balls to swell or lose their shape, so you should keep them out of the sun and away from moisture if possible. A great place to keep paintballs when playing is in an insulated cooler.
More expensive paintball pellets usually go through better manufacturing processes and quality control checks, and are usually more consistently shaped for precision and generally have more brittle shells so they'll break instead of bounce. When a paintball is misshapen it's more likely to break due to the friction in the gun barrel. Dirty balls will also break easily, so if you drop one, don't put it back in your gun. Cheaper and older paintballs also have a tendency to break easily.