First game - what MUST be purchased vs what can be rented

[Cliffradical]

Water water water. It's already been said, but water.
Bring lots. Ideally 1L per hour until you've figured out how much your metabolism will comfortably run through.
Drink before you are thirsty. Drink before you leave, drink when there's a lull in the action.

In my experience in both Airsoft and Paintball I nominate a hydration bladder system (like a Camelback) as top-priority for new guys. Maybe not first string (good eye pro is absolutely first) but top priority.
An hydration system simplifies so many aspects of logistics and comfort it's just not even funny. It's also useful outside of Airsoft for all the same reasons.
Condor (and others) makes a carrier which has straps that allow it to be carried comfortably without a vest or LBE attachment, or tucked away in order to be added to an LBE rig or plate carrier via MOLLE when you make a decision on what you want to use in that regard later on. OD goes with everything.
You should be able to find a bladder+ carrier for around $40 from many of our non-AV/ AV retailers.

Buy one!

[Mr. inked]

again with the water thing if you are at a game and its in the summer and you start to feel the chills or even really cold TELL SOMEONE its a sign that you are dehydrated. Before you buy eye protection make sure the field you play at will allow you to use that type of eye wear. some fields must have full seal goggles some allow safety glasses. just pm the host/owner and they will fill you in. As for vests and BDU's its really up to you there a many styles of vests i have 2 myself plus a WWII harness system. Good foot wear is a must running shoes could work but they will get destroyed, id recommend SWAT boots don't think ill buy another pair of boots again.