If you are starting off with a fresh, polished concrete finish - DO NOT PAINT.
The concrete will still be curing for several months and paint screws with the concrete's ability to shed moisture through evaporation.
Going forward I still wouldn't paint unless the finish was rough and paint was necessary to make it more smooth. Polished concrete is the optimal riding surface and although in theory paint will repel some water, in reality water will still get in and again, not exit as easily and ultimately damage the concrete more than would happen unpainted. Same reason why builders will not recommend painting a properly made exterior brick wall - the brick will degrade (spall) and fall apart.
If you did have a rough finish or a blacktop flatbottom or similar, the best choice would be to get the stuff sold as basketball court/skatepark paint, which is pretty expensive. Just be careful that nobody add the grit for "textured" finish which makes the stuff waaayyy too grippy and will chew up flesh when you slam.
The cheaper route (which we use at FDR) is getting mis-tinted latex paints and rolling it on. This turns as slick as ice with even the smallest bit of rain or condensation and can be slippery when dusty but is generally acceptable for skating on.
Again, if you are starting out with a good concrete finish, I wouldn't touch it.