Your location says Midlands so your nearest major shop I think will be Phoenix, have a look at
www.paintballuk.com - they're based at Cannock in south Staffs so may be close enough for you to drop in & ask lots of questions.
But all the places listed in this thread are friendly, and if you explain you're new to the sport will help you to get what's right for you, NOT just try to sell you stuff with the highest profit margin!
Just about all the big shops will be able to sell you paint, and you'll also find that sites that do walk-ons (i.e. days for people with their own kit) tend to sell paint much cheaper than they do to rental customers.