Choose a paper that has a good "tooth," which refers to the texture of the paper. The texture allows the pigment to adhere to the surface. This is particularly important when you plan to create a piece that requires layering because pigment often falls off the paper after the second and third layers.
Experiment with different types of paper. Try different weights and different textures. The only way to decide what works best for you is to try all of the options available to you. After you see the end result of the chalk pastels on the paper, choose the one that works the best for your project.
Take the time to experiment with different weights of paper. Rather than just feeling the difference between them in the art supply store, buy a few sheets and try them out for yourself. See how they do or don't work for you.
Try using surfaces other than paper. One disadvantage to choosing pastel paper is that it is often difficult for layers of pastel to adhere to it. Try using watercolor paper, museum board or canvas.