By this, I don't mean that I can't paint blocks, but I can't figure out how to put paint onto a brush! What do I do?
You don't need to put paint onto a brush.
Simply equip and use it on the block or wall of your choice.
To paint blocks you need the brush , to paint walls you need the roller.
Maybe you just cant see the paint because its hard to notice. Try mixing 2 paints of a kind together in the dye vat to get a "Deep paint". Maybe you will notice it now.
Also certain blocks can't be painted.
Ensure you are using the right tool
The paint roller is for background paint, the paint brush is for foreground paint. So if you try to use a roller on a chair, it will not work.
Ensure you are using the right paint for the job
Some tiles are to rich to contain paint. Others will take the paint, but display it very lightly. Buy yourself a Dye Vat from the Dye Trader, and use it to combine two of the same paint into its "deep paint" version. Deep paint not only looks a lot better, but is necessary to paint on things like stone and brick. The white, grey and black colours work without being turned into deep paint, and as such, do not currently have a deep counterpart.