If you're aiming your paintball gun correctly, out to about 60 feet, you should hit your target.  After that, the farther away the target, the tougher it is to hit what you aim at. Paintballs just don't fly straight all that far when there's the wind, and other reasons to make the balls curve in flight.

Does it hurt to get hit?

Okay, well, this is the question all newbies want to know before they go out.  Well, let me put this in perspective for you.  For the most part, most guys that play paintball seem to be between 15-27 years old, wiegh about 120 lbs.