I believe drawing must be kind of relaxing, I would like to learn how to do it.
I agree.  Drawing comes in so many forms like artistic expression or technical drawing such as in illustration or architecture.  
I think I'd prefer to learn the artistic expression kind.
What type of drawing interests you most?  You could use pencils, pens, crayons, etc.  There are so many ways to express yourself.
I believe pencil will be the more practical, I wonder what kind of pencils are best for drawing.
I think graphite is the most common, but a lot of people use colored pencils as well.
And what kind of paper should I use, just regular bond paper?
Bond paper
Bond paper is a high-quality durable writing paper similar to bank paper but having a weight greater than 50 g/m. The most common weights are 60 g/m (16 lb), 75 g/m (20 lb) and 90 g/m (24 lb). The name comes from its having originally been made for documents such as government bonds. It is now used for letterheads and other stationery and as paper for electronic printers. Widely employed
of public expression throughout human history. It is one of the simplest and most efficient means of communicating visual ideas. The wide availability of drawing instruments makes drawing one of the most common artistic activities.
In addition to its more artistic forms, drawing is frequently used in commercial illustration, animation, architecture, engineering and technical drawing. A quick, freehand drawing, usually not intended as a finished work, is sometimes called a sketch. An artist who practices or works in technical drawing may be called a drafter, draftsman