Halloween // How would I do body paint?

I have a costume idea where I think I’d be cool to paint my arms a grey color (the rest of me will be hidden in the costume) and I was wondering how to go about doing something like that? I’ve never even dyed my hair before so I don’t really know how to do anything besides basic makeup. Is there a special type of paint or way of applying it? Please give me any advice you might have.