First let’s talk about the conclusion: use rough surface.
First, when you first start practicing hard-pen calligraphy, especially copybook copying, using rough paper can hide your shortcomings to the maximum extent. How should I put it? When you write on a smooth surface, if your writing skills are not very good, it is easy to become crooked.
Secondly, using the smooth side is actually more suitable for writing running script and cursive script. It is easy to have that agile feeling. Choose according to your own situation.