You don't need anything special.
I have done a LOT of paper piecing.
All I have ever used is the copy paper in my printer.
Yes, just regular copy/printer paper.
If I have it, I prefer to use yellow or pink.
It makes no difference to the PP process.
I just like the way I can "see" it easy enough, amidst any other notes on white papter that might be laying around my work area.