I would suggest you first decide what you want to do. Do you want to play woodsball, speedball, speedball tournaments etc. and then you need to start researching. Get on YouTube and watch tons of reviews and go to website's like zephrypaintball.com or ansgear.com and look around. Let's say you decide to do speedball, you will need a mask, a marker, and an electric hopper to begin. A mask is very important but if you don't want to purchase a mask first off, that's quite alright. Also, if you're like me and don' t live near a pro-shop, then you will have to research like I do.
I would suggest a thermal lens because they are designed to reduce fogging that a normal single fog resistant lens cannot do. They will generally be more expensive, but its really worth the extra money. I would suggest the Sly Profits, or a Dye I4. They both have thermal lens and have great reviews. Watch reviews on the two and see which sound like a better deal.
If you want to compete in tournament level speedball then you will have to get an electric marker. If you are wanting to get an entry tournament level marker then I would suggest the GoG Envy w/Blackheart, the GoG eXCTy w/Blackheart, the Spyer Fenix, the Azodin Blitz, or the 2011 Proto Rail PMR. There are other entry level markers but those are ones that I have put a lot of research into these markers and they seem to live up to my expectations. Things I look for in electronic markers are, clamping feed necks, eyes, on/off asa. Some personal preferences are, modes of fire, regulators, bolts, construction of the triggers, and internal or external gas-lines.
You will have to get an electric hopper because a gravity fed hopper will cause the gun to chop the paint which is a nasty mess. The hoppers I have researched are the Pinokio, the V-Max, the Invert Too, and the Halo brands. I really liked the Pinokio hoppers because the have good reviews and they feed 30+ bps, and they are really good on batteries. The Pinokio is more expensive and if you want something a little less expensive, then I suggest the V-Max.
It all boils down to how much money you are willing to spend and your preferences on what you are going to be playing and what you want out of your mask, marker, and hopper.