Pastels are not as popular as the traditional painting mediums but they have their own interesting qualities. Most people prefer to use the traditional chalk based pastels, but if you like a bolder approach with stronger colour, oil pastels offer an exciting medium to explore.
You can buy oil pastel paper or you can use standard pastel paper, but if you are just starting out large sheets of coloured sugar paper can be just as interesting to work on. I would suggest a dark blue, or dark brown paper as these provide a strong contrast, but a more subtle approach can be gained with the pastel coloured papers.
Oil pastels do not blend as well with fingers as standard pastel do, in fact they require a quite different approach. Usually, you can lay one colour down and work on top of it with another pastel, this can create an interesting blend. There are other ways to do this and the clue is is in the name sometimes used for finished pastel work; a pastel painting.
It is possible to blend oil pastels with white spirit and a brush. The soft bristle brushes are best as you do need to press on a little to achieve the blend. With white spirit you can achieve some very subtle blends and interesting effects. Give it a try.