Kinds of Pastels

The pigments used in making pastels are the same as the ones used in watercolour, acrylic or oil paints. What is different is the binder used in each case.
Oil pastels contain an oil based binder that makes them dense and greasy. The marks you make with oil pastels can be softened with turpentine. They come in strong colours of limited tone range, and they can be combined with dry pastel to create some interesting effects.

Wax pastels are similar to oil pastels but less moist, as the binder is waxy instead of oily. They can be dissolved with water to create washes for subtle colour mixes.

"Chalk" pastels are not really made of chalk but most often gum tragacanth, a binder used to thicken natural dyes for painting, printing and more. They come in different hardness (a pigment to binder relation) from hard (in sticks and pencil form) to soft (in stick and "pan" form).

There are several manufacturers of pastels and each has its own characteristics.
As an example: NuPastels are hard, Rembrandt are medium, Schminckes are soft and PanPastels ultra soft. You can purchase them in individual sticks and / or boxed sets. There are many brands to choose from, and it can sometimes feel overwhelming.

If you are just starting out, I would suggest you get 2 sets - 1 of hard pastels and 1 of soft ones. You can buy individual sticks as you see the need.

This piece, titled "Fall Colours" was painted on sandpaper using PanPastels and hard pastels. Private collection.