Pastel paper is thick, highly textured, toothy paper available in a variety of colors. The texture of the paper is designed to grab and hold the pigment from the pastel stick.
Some pastel papers are treated with a special finely toothed acrylic primer designed to hold multiple layers of pigment. It is also possible to create your own sanded pastel paper using any heavyweight paper and Golden Pastel Ground which can be tinted to the color of your choice with any acrylic paint.
Colored pastel papers are an interesting option and can be used as the middle value in the tonal range of a pastel drawing. Use pastels that are both darker and lighter than the paper surface to create shadows and highlights in your drawing.