I did quite a bit when trying to learn how to fmq. It helped me to get use to the timing of my hand movement vs. the speed of my needle, without having to also think about where I was going at the same time...just follow the dotted lines. Once I got the hang of the speed of my machine matching the speed of my quilt moving around, and I wasn't getting a lot of skipped stitches, then I stopped using the papers, by then I also had the eye/hand coordination (and memory) of where/how to do meandering and other simple designs.
And I actually got pretty good at removing all that paper, hint: pointed tweezers and a lint roller are quite helpful!