Coated vs uncoated paper:
Coated papers have a coating on them (usually it is clay) so the ink or media you use won't soak in the paper fibers that much. It will dry out on the surface and give more vivid colors than uncoated paper. There are different finishes like matte, gloss, silk, dull.
But an uncoated one is more porous and hence - it will soak all the water, ink or any moisture that you put on it. These papers have a warm tactile feeling. In printing this paper is used mostly for books because it doesn't reflect light from the surface so it is much easier to read . In the art world mostly all papers are uncoated for example watercolor, drawing or sketching paper, bristol (multi-layered glued paper sheets from England).
Imagine the tactile feeling of a watercolor paper and glossy magazine paper - can you feel the difference?