They don’t require it, but cheap paper sometimes doesn’t play well with the water-based inks that fountain pens use and you get feathering (ink running down paper fibers and making your lines look blurry) or ink bleeding through the page. That being said, Japanese fine/extra fine like you’re looking at normally lay down a thin enough line that there’s no problem, my pilot kakuno never feathers even on the cheapest/worst paper

https://infosec.pub/u/niucllos@lemm.ee nailed it pretty well. I’d add though that unless you live in a major enough city to have a dedicated shop, it’s probably worth picking up good paper online. Otherwise, your choices are largely ‘fair-to-middling’ and nowhere near the ‘good’ side of the spectrum.

Both weight (grams / sq meter usually) and coating matter - YMMV of course, all about your preferences and what’s the most fun.

I’m sure that one can get decent paper in letter/legal - but the system most of the rest of the world uses makes a whole bunch of sense to me because the aspect ratio stays the same, each successively smaller size is just the size above it, rotated, then folded in half. A4 is analagous to letter, a5 is exactly one-half that and so on in both directions.

Edit: You won’t go wrong with Marumann notebooks for “inexpensive paper that’s well-bound and easily detachable” but… I’ve only been able to find them via Amazon in Japanese sizes that bear no connection with either the North American system or the rest of the world. They do, however, have a similar but inconsistent system for format naming. JIS B6 is sort of between A4 and A5, and feels downright alien in comparison with letter.