To achieve desired effect with pastels, selection of surface or paper is very important. It can be used on many surfaces, which have sufficient grab or tooth to hold the pastel layers. The final outcome of the painting depends on the texture of the surface.

There are two types of surfaces used for pastel painting that is fibrous surfaces and sanded surfaces. All the normal drawing paper, watercolor paper, canvas, and cardboard come under fibrous surfaces.

Whereas in order to achieve sanded surface, an abrasive has been applied to the surface to help grip the pastel. More layers of soft pastel can be built on a sanded surface compared to fibrous surface.

Most artists prefer to choose surfaces depending on what kind of effect they want to achieve in the painting. A heavier tooth or rough texture of paper creates grainy image while a smoother texture creates a sharper image.

Reference:
http://www.appalachianpastelsociety.org/?page_id=1196

Here are some examples of pastel paintings on different types of surfaces.
 

Soft pastels on Sanded surface by Brenda Ferguson  
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Assorted soft pastel and Fantasia pastel pencil on Canson pastel paper (98lb)
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Winter Shadows, Pastel painting by Chris Orlikowaski
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Kenosha Trail, Pastel by Chris Orlikowaski
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Autumn Blaze, Pastel by Chris Orlikowaski
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