Yes, you are entitled to a receipt for any money that you pay over. In my ticket office days there were APTIS credit card sized black receipt tickets - now when I ask for a receipt I get a scruffy old bit of paper from the machine!
Seems to depend on the TOC. With Southern you get a receipt printed on standard orange ticket stock.
If I go to Guildford to buy a monthly travelcard Z1-5 could I get a standard and then upgrade to a 1st?