HI! Pin trading is a really fun, but very expensive hobby (if you let it be). I would suggest you buy a bunch of pins from e-bay (look for lots of 10 or more, don't pay more than $2 a pin) or other sites -- find some of the other threads on these boards that have to do with pin trading (and there are quite a few). Basics -- bring a ziploc bag with you to put pins in that the kids definitely don't want to trade, or keep the entire lanyard in there and pull it out when you want to trade if the lanyard is too heavy or hot.
If you want to check out the CM's lanyard (green lanyards are only for kids), approach the CM, ask if you can see their pins. They'll generally hold the lanyard out for you to look at. Don't touch their pins. If you don't see anything you like, say thank you and go on. If you do see a pin you want to trade for, take one off your lanyard, tell teh CM which pin you want, they'll take the pin off their lanyard, and you'll trade hand to hand.
Have fun! Kids will often pick a theme they want to look for -- Mickey, princesses, Winnie the Pooh, sports, attractions, anything!
Erin