Welcome to the world of CP! You will get different answers from everyone! You will need to try out various surfaces to see what your preferences are. Some people like rougher, sanded surfaces, others like much smoother surfaces. My favorite surface is hot press watercolor paper. That may be a good place to start. It has some tooth, but doesn’t require a lot of layers and will give you a smooth finish. Check our library. (Link in my sig line.) You will find threads about all kinds of supports. That might give you some suggestions. I would also suggest that you buy small amounts of several things to try them out.

Papers might be personal preference, but are influenced by what you desire to do. If you want to do DENSE rendering with solvent blending then a paper with a bit more texture and that deals with liquids better is a good idea. If you intend to use very thin transparent layers to generate the optical effect of the color you want, then very smooth papers are usually better.

I wanted to try the Hahnemühle Nostalgie spoken above, but I cannto find it here in Brazil

I am new to CP as well. I originally bought a 72 pencil set of Prismacolors and promptly disposed of about 1/3 of them for poor light fastness issues. (Gave them to my mother-in-law who likes to do adult colored pencil books). I bought the remaining reasonably light fast Prismas open stock. I am buying the most light fast of the Polychromos through open stock as well. I am trying to get about 30 pencils at a time as funds are available. I got a three drawer wood pastel box and 2- 120 pencil folding colored pencil easels for organization and storage (1 for prismas, 1 for polys).

For paper, I am liking Bristoll Smooth and Vellum as well as Fabriano HP watercolor paper. I haven’t got a favorite among these substrates, yet… need more experience before I can develop a favorite. I haven’t tried sanded papers yet and probably won’t until I have used up some of the other papers I have on hand. When I finally try sanded paper, I will probably experiment with powder blender as well.

I also am really liking OMS for blending, although I am using the colorless blenders as well (colorless blenders are more portable and store easily in the easels). I cut the bristles down on an old 1/4″ square watercolor brush to do the blending. It works pretty well.

I also got a can of texture fixative but haven’t had to use it yet.

You don’t say where in the world you are. Not important in one sense, but paper tends to be pretty regional so papers available in one country can’t be found in another. As someone mentioned in the US there is Stonehenge and Strathmore, Strathmore makes a paper specifically for colored pencil, I have used it and rather like it but…

I will say that I have never found a cheap paper that works well with colored pencil, the tooth of the paper is important to the quality of work you will produce, course it partly depends on your application technique, many beginning colored pencil artists use too heavy a hand so need a paper with more tooth to get the layers they are looking for.

Like others I suggest you try different papers to find the one you like the best. Have fun.