Whatever papers you use, small scraps etc., will have to be coated with a Gloss Medium 

If you don't already have coated collage papers, you will have to coat a few up for this practice and collage exercise projects. Here is a video about how I coat and store my papers. I use Golden's Gloss Medium, it was called Polymer Gloss (medium) but they renamed it a while back.  

Great storage bin for coated papers

You will need a brush or a tool like a plastic gift card to add a coat of gloss medium on both side of the paper...allow each side to dry.

Each paper and your surface/ substrate need to have a layer of gloss medium.

This layer of the Gloss medium when dry will be the layer that when heated with a house iron or a tack iron will melt and fuse together.

No wet gluing involved with the papers, though you will between different multi art mediums you will add later.

Wax paper or Deli sheet papers, You will need something like these paper to stack and layer your dried papers till your ready to collage with them. Wax paper is easy to get our your local market and the deli sheet papers, you many have to order them or if you have a Gordon Food Service around by you they have them to purchase.

Storage of papers...I like a clear box, 12 x 12, I do love these,

Scrapbook boxes