A medium that dates back to the 15th century during which it gained prominence, pastels are almost pure art pigment held together with small quantities of binder. This is very different from chalk. The pigments here are the actual chemical pigments used in water colors, oil paints and therefore the medium is regarded as one of the purest forms of color. Of course pastels from different vendors vary in pigment/binder ratio which naturally dictates the hardness and vibrancy of the pastel colors. When I started painting I did not even know there were different types of pastels. As a kid I associated pastels to a richer pigment loaded form of crayon. Later I realized that those constituted the class of oil pastels one of the late mediums in the timeline of paint mediums. The legacy of pastels begins with the french/soft pastels used by the likes of artists such as Leonardo da Vinci and or course one of my favorites, Edgar Degas.
Tooth in your paper or canvas becomes a very important criteria with the soft pastels. Because they are almost pure pigment with no sort of gel or wax medium that enables application, the medium itself relies heavily on the grip (tooth) the paper can provide to hold on to the pigments. Therefore most people use sand paper or use a mix of acrylic gesso and pumice powder applied to another surface. One must of course keep in mind to watch your finger when you blend cause one could get carried away and before you know you are left with bleeding figures. Since I traditionally use Uart sanded paper for a lot of my oil paintings I was covered on that ground. Now for the pastels themselves.
There are a whole range of pastels when you start to shop. Some of the famous brands include Unison, Sennelier, Rembrant, Mongyo, Schmincke and so on. Keep in mind just like with mediums such as acrylics, oils and so on this medium relies on layering. Therefore one needs to put down the hard pastels first before you move on to the softer ones. For my work I use conte crayons and charcoal for the initial sketching, Rembrant pastels are my mediums and I selected Mungyo artists soft handmade pastels for my softs. I chose Mungyo based on several reviews stating that these have tremendous quality come close the Unison (widely regarded as the best pastels) but on a budget. Being new to the medium I did not want to spend a fortune but I also did not want to get cheaper quality run of the mill $20 box of pastels. I learn this lesson the hard way with oil pastels. In the picture you can see the Conte crayons and Rembrant pastels.