Welcome to roleplaying! I know it can be daunting; there are literally thousands of RPGs on the market as well as out of print ones that people still play.

What is roleplaying?

Many a roleplaying game has a "What is roleplaying?" section in the front, and they all have different takes on it, but the most common summary is that it's a formalized version of the kids' game of "cops and robbers." Though trying to generalize how role-playing games work is kinda like trying to generalize how board games work (there are many exceptions to every statement you could make), most commonly you create a "character" that represents someone in the fictional world - a wizard or cowboy or space trucker or whatnot. Their attributes - what they look like, how strong and fast and smart they are - is written down on a "character sheet." You are part of a group of other players who also have characters, this is usually referred to as a "party." There is a Game Master who doesn't usually play a character of their own, instead they depict the whole world and all the people in it who aren't player-controlled characters (NPCs - non-player characters).

The game has rules, and usually dice, which are used to determine if you succeed or fail at difficult tasks. If you are Legolas trying to shoot an orc with your bow, you would roll a die and consult your character's skill and the result would determine if you hit him or not, for example.

As a player, you run a character (like in World of Warcraft or the like) and go about on adventures of whatever type is appropriate to the game's genre. So in this way, using both game rules and the participant's imagination, you can all participate in an exciting story.

Some games don't use dice, don't have a game master, don't have you play one specific character you identify with, etc., but mostly they do.

Game Genres

What kind of story? Well, that's one reason why there's 1000 RPGs on the market. There's everything from stock fantasy (Dungeons & Dragons) to stock science fiction (Traveller) to games that are specifically licensed properties from TV shows or movies (Serenity, Dresden Files, Ghostbusters) to really unusual concepts, like Mormon cowboys keeping the peace (Dogs in the Vineyard). For any genre - superheroes, pulp, horror - there are many games on the market.

Game Complexity

Some RPGs are quite complex and require loads of rules and multiple books to play. Some people like this approach, and it can be more like miniatures gaming or complex wargaming. Some games are very small and have extremely light rules and focus more on the story and imagination aspect, and verge towards being collaborative storytelling games.

Recommendations

The most played game is Dungeons & Dragons, in its various incarnations. Because you need a group to play (though you can play online, and there are games tuned towards just two people - some are even for one person, though these are more just choose-your-own-adventure books) it can help to choose a popular game. D&D, especially in its modern incarnations, definitely is one of those multi-book complicated rules heavy games, though, so it can be an intimidating starting point. They usually have a starter set with simplified rules that you might consider using to kick the tires on the concept.

Though if you are willing to start a group of your own, maybe just by corralling a couple friends to play, you really can choose whatever game you want. Then, a less rules-intensive game might be a good choice. Pick a genre you like and there's probably a good starter game in there - ICONS for super-heroes, for example. Or Call of Cthulhu for horror. A game that has a good amount of published adventures a GM can run for their players is a good place to start because creating your own adventures can be hard when you're just getting started, and it'll help you get the feel for how others do it. There are gaming stores in most major cities (often comboed with comics or board game stores) and you can go browse at your leisure.

Find Other Roleplayers

In the end, the best way to get started is to find someone who roleplays already - you probably have a friend that does and you don't know it. See Where can I find other RPG players? on how to find other gamers. You can try it out with them and learn more and see if you like it.

Next Steps

As a more in-depth primer to pick up where this leaves off, there is an excellent pair of short PDFs called How to Play Roleplaying Games and How to Run Roleplaying Games. They provide a very nice "what does it actually look like and how do I make it happen?" primer for new players and new game masters.

It's a fun hobby, many of us have been doing it for 20+ years. Check it out, it can be a blast!

The question is a bit unclear and I’m not quite ready to delete my other answer since I’m not sure it’s inappropriate, but I think this would get lost in it and may be closer to what Zach wants, based on comments.

Therefore, I am answering two questions here:

1. How should I tell a player that he’s not playing a character the way he should be played?

2. How should I deal with a player who describes his character as one thing, but plays him as something else?

I separate these two because they are different question, and need different answers.

1. How should I tell a player that he’s not playing a character the way he should be played?

Simple: you don’t. That’s none of your business. If a Paladin needs to Fall because of his actions, then that’s what happens (but see my other answer for thoughts on how best to handle that mechanically – I despise the official rules on the matter, and never recommend them), but it’s because he’s not being a Paladin, not because he’s not playing how you imagine the character. It’s his character, not yours.

In effect, when you ask how to do this without seeming to accuse him of bad roleplaying and/or trying to play his character, the answer is you can’t, because that is exactly what you would be doing. Maybe he is roleplaying badly; maybe that accusation isn’t unfounded, and maybe that’s a discussion you actually should have. But if he’s not roleplaying “badly,” there shouldn’t be any need to comment at all.

2. How should I deal with a player who describes his character as one thing, but plays him as something else?

This is a different matter. Particularly when the character’s backstory touches on the rest of the world, as your player’s does with his father as the head of an order of paladins, there is a greater cause for concern and a greater need to set things straight. Remember, while his character is his, the setting is yours. If your setting does not include any order of paladins that would condone or accept his behavior, then he can’t be a member of one – or he is about to get into trouble with them.

And if he was raised to be this way his entire life, and up until now upheld those standards, maybe they’re going to worry if he’s been cursed or possessed or something. But maybe he hasn’t been – maybe he felt stifled in the order, and now that he’s out in the real world he’s feeling a bit restless and rebellious. Maybe he’s looking for a bit of independence from a father in whose shadow he’d spent his entire life, whatever.

But the key thing is for the player to recognize that his actions do not jive with his backstory. I suggest that you give him these choices:

1. Change how you behave, to be more in line with how the character was described in the backstory.

2. Change your backstory, to make your character a bit more rebellious or a bit more light-hearted; maybe his father hoped that going out into the real world would make him a bit more serious.

3. Keep both the behavior and the backstory, and accept that this is very much an abrupt change in his behavior. Tell him that the order will not be amused, and will be greatly concerned about it, possibly even angry.

All of these things, however, have more to do with the order’s rules, and not the Paladin’s Code of Conduct. In both the second and third case, however, warn him that Falling is a very real concern for the order. They do not appreciate his behavior precisely because they believe it will cause him to Fall – and point out that putting others in danger needlessly is something that could cause him to Fall quickly.

But like I said in my other answer: a Paladin’s allowed to have a little, or even a lot, of harmless fun, so long as it is harmless, and he remains that unwavering bastion of Good and honor. Throwing a chair at someone or throwing an ally into a group of enemies may not be harmless, but there certainly are plenty of “un-Paladin-y” things he could do (e.g. harmless pranks) that will never cause a Fall.