What paper should I use to practice hard pen calligraphy? Can I use the best A4 copy paper?

Not exactly. It's better to use that shiny paper, so that it can be covered. If not, I suggest you buy some cooked rice paper, which is very cheap and affordable.

There are many kinds of cooked rice paper. It is best to buy cicada paper, because it is the thinnest of cicada paper, but the price is relatively expensive. Ordinary 3-inch Xuan 1 yuan,