Wear your cycling gloves or pick up a pair of neoprene paddle grips. Paddles will blister your thumbs pretty good if you don't have calluses there.

If you have a choice of boat you'll be renting, ask the people to talk to you about fit. My boat is too big for me and it just makes it not very much fun, so I don't paddle near as much as DH would like.

I'm with Irulan on the PFD. We paddle only in very flat shallow water, and I feel okay about my swimming ability, but you just never know. It's why water sports are the most dangerous sports there are. You could hit your head, or sprain a limb, and in the water there's no sitting on the ground for a couple of minutes to collect yourself.

Have fun!