Padded Clothing: Often, a skater will fall in the same spot repeatedly, such as the side of the rear end, or on the outside of the thigh, which causes soft tissue damage that doesn’t have a chance to heal when you keep falling on it. Padded shorts are meant to DISPURSE the impact and prevent major bruising. They are also helpful in preventing injury to the tailbone and hipbones. They are also meant to be compression shorts and should fit snugly.
Because they are a compression short, they need to be extremely tight. The "short" version run fairly standard, so choosing a size that corresponds with your usual sizing should suffice. However, the "long" version runs larger. Usually skaters choose a size down from what they would normally wear.
Keep in mind that the choice is yours, there is no single golden rule for everyone. Because body types vary so much, it's important to choose an option that seems like appropriate for you.