A support is the material or surface on which a drawing or painting is created on. This is usually paper, canvas, or panel.
The word paper is etymologically derived from Latin papyrus. Papyrus is a thick, paper-like material produced from the pith of the Cyperus papyrus plant, which was used in ancient Egypt and other Meditreranean cultures for writing.
While the word paper is derived from papyrus, the two are produced differently. Papyrus is made by layering natural plant fibers, while paper is manufactured from fibers that have been soaked in liquid.
Papers used in art are usually made by pressing a wood or cotton pulp through a machine with rollers. Higher quality papers are made by hand. Lower quality papers are usually made with wood. Wood is highly acidic and will degrade over time - yellow, become brittle and fall apart. Cotton and linen fibers are what higher quality paper is made from. Mid-ranged papers are usually made of a combination of wood and fibers.
Chemicals will sometimes be added to slow down pH changes that occur over time. A paper labeled 'acid-free' is actually acid neutral. If the paper has been treated, it will wear off over time and the paper (and your artwork) will begin to deteriorate. An archival quality paper will last the longest.
You might be wondering why a site about colored pencils has supports listed as the first item for supplies. Your choice of paper is just as important as your choice of pencils.
The paper you choose to work on has different finishes which will change the way colored pencils are used on it. A slightly textured finish will have more tooth, which will allow it to accept more layers of colored pencil. A smoother finish will only take so many layers before the pencil starts to just glide over the color already laid down because it has nothing to adhere to. Heavier papers will take techniques that use water well, while a lighter paper will eventually fall apart with too much water usage, or even if you start to apply too many layers of color.
Depending on the finish of the roller, the texture of the paper will vary. This texture creates the tooth of the paper. There are a few common finishes for papers that would be used in colored pencil - cold, hot, rough and laid.
Tip: Cold=Goosebumps=Texture and Hot=No Goosebumps=Smoother
Cold-pressed papers are pressed with unheated rollers. The result is a paper with irregular indentations in the surface.
Hot-pressed papers are pressed through heated rollers. The heat creates a smooth texture.
The third finish for paper is rough. These papers can be pressed flat or not pressed at all resulting in a heavy tooth.
Another paper finish is the laid papers. These papers have a ribbed or patterned texture from the manufacturing process.