I am going to buy different sizes of paint balls for different paintball guns.
Can I use any size ball in any gun? Should I be concerned with the compatibility of each ball and gun?
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No not all sizes of paintballs will work with each paintball marker (gun).
The main sizes to be aware of are .68cal and .50cal balls. 68 is much more common and is what you will use at the majority of paintball fields.
Some fields and markers support the smaller size balls mainly for younger players. They are slowly being adopted into regular competitive play.
Additionally, in both sizes you can get specialized rounds with a rifled fin, typically called First Strike Rounds (https://www.ansgear.com/First_Strike_Paintball_s/5004.htm). Only specialized markers can shoot these rounds.
Those are the main types that you need to check if you marker can shoot, 95% chance it shoots roundball .68cal. If it does then you can also look into paint-bore matching for better accuracy but its not required.