Well, for one, this guide here is immensely helpful. Not only does it have some good mechanical advice, but also it has some advice on how to not be a stick in the mud kill joy.
Also, you might want to have him read up on the Paladin Blues arc of Order of the Stick. It has a great example of a Jerk-adin character and great examples of regular Paladins who aren't jerks. Contrast Miko Miyazaki with Hinjo, O-Chul and Lien.
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First bit of role-play advice:
If you have an existing party that might object to a "stick in the mud LG kill joy persona", then maybe help this new player to find another class that isn't paladin.
Seriously.
If they have to "overlook" a paladin, then they might not be the group that a paladin should join.
I'm not saying that there isn't room in a decent group for the inter-party baggage that comes with playing a paladin in a group that is not paladin-friendl. Heck, sometimes it's lots of fun being the stick in the mud. Sometimes it's lots of fun being the center of negative attention. But maybe that's a lot for a "newish player" to dive into with his first character.
Tell him he'll have 10x more fun with a barbarian and save him that aggravation.
The number one rule to keep in mind when roleplaying a paladin is that the core essence of your self-perception is that "you are a good person." That will keep a lid on a lot of the party-destroying potential for the class, since good people do not run around reacting violently to everyone who they have a philosophical disagreement with or who commits a minor breach of decorum or ethical lapse. The "greater good" is better served by the paladin leading by example and trying to redeem others through kindness and understanding than by shouting and violence. For people without a lot of Pally experience I *highly* recommend they build their backstory around "I used to be not-so-good of a person, but I've changed for the better" since the character who understands that he or she has changed for the better understands intimately that others can do the same, and the catalyst for that is very rarely "shouting and threats." It's very unlikely that the Paladin's deity has invested in them so that they can quash all the wrongdoing in the entire world, merely that they can make a consistently positive impact on it. Frothing zealots are better played as warpriests than paladins anyway; paladins are better played with some humility.
For feats though, the Paladin is kind of feat starved but has an excellent martial chassis to begin with. So just make sure the character can do something useful in combat and you'll be fine. Archer Paladins are very strong once they get the core archery feats (Point-blank shot, precise shot, rapid shot), as are paladins with 2 handed weapons or reach weapons. It's going to take the paladin longer to get their combat suite of feats up and running than classes which have bonus feats built in, so try to stick to something relatively simple and effective. People often want to sword and board for the enormous AC, but since you can lay your hands on yourself as a swift action, it's really not necessary to turtle.
I agree with Blake. Though if you want a paladin-light option, I think a celestial bloodline bloodrager is pretty good.
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for quick role play advice on a paladin for a new player just look at captain america or superman, no need to read the comics, i always refer to the latest hit media of these, so the superman movie and the marvel movies with captain A in them. but that is just a starting point for basic concepts like you do good things for good reasons and are a good person who can and will get along with other people who are not as good as you and though you may object to some ways they do things you can still work with them and will not try to kill them if they do not agree with you.
As for feats these are some of my favorite paladin feats
Extra Lay on Hands (2 extra uses of LoH)
Fey Foundling (+2 HP per die when getting healed by others or by yourself)
Osyluth Guile (add Cha mod to AC when defensive)
Reward of Life (+7 Hp to yourself when healing allies)
Diehard (this is nice especially since you can lay on hands yourself as a swift action to stop the bleeding and bring you back to positive HP, basically giving you a larger Health pool)
Dodge
Endurance
power attack
The "standard" Paladin feats for a solid, easy-to-play build tend to be:
Fey Foundling
Power Attack
Greater Mercy
With those the Paladin can self-heal for good amounts as a Swift Action and hit hard. Use a 2-handed weapon and Smite anything that looks Evil. After those feats you can easily diversify and specialise:
Ultimate Mercy - no material cost Raise Dead.
Improved Critical - use a Falchion. Smite stuff deader.
Cornugon Smash (or the Blade of Mercy trait & Enforcer) - Intimidate enemies you hit
As for roleplaying - there's good advice above. Find an example of a paladin-type character the player can relate to - Shadowlords example of Superman & Captain America are good ones. Characters like Rick from The Walking Dead can also work; those trying to keep Good and Hope alive in the midst of darkness, trying not to compromise their beliefs but sometimes forced to.
Encourage the player to keep the group's options open. Rather than saying, "We can't do X, it's against my beliefs!" get them to suggest an alternative.