A few months ago, after a client received a printed proof of his catalog in the mail, he asked me: Why does the paper in my printed proof feel different than the paper I specified for my project? He had reason to be concerned: the thick paper on which the proof had been printed did not open very well, meaning a lot of each beautiful photo spread was lost to the centrefold of the book. He sent me a video to show me how stiffly the pages of his proof were turning.
Thankfully, the printer and I were both able to reassure him that the paper the printer uses for proofing a project, especially a project that is printing on special paper or on an offset press, is usually not the same paper the final project will be printed on. At the commercial printer where I used to work, our proofs were printed on rolls of paper by a digital plotter, but the final paper came in cut sheets and was loaded into the sheet-fed offset press.
Usually, the first time you'll get to see "your" artwork on "your" paper is when the final product is delivered to your door. But that's why a full-service printer will usually send a sample of the paper to you separately (in the case of my client's catalog, the printer had done this months before), so that you can know the exact thickness or feel of the final paper. If it's really important to you to know how the product will feel — after all, it's hard to hold one sheet of paper and imagine how 200 such sheets will feel in a book — you can ask the printer to provide a dummy of your project. A dummy is a blank book made of your final paper(s), cut and bound to final size. It still won't have your graphics on it, but it will give you a real idea how your piece will feel in your hands.
Next time you get a too-shiny, too-thick proof in the mail, remember: your proof is rarely printed on the same paper as your final product. It's OK to double-check with your printer or designer to make sure the right paper is specified for the project. Then, take a deep breath, approve the proof, and trust your printer on this one!
If you have a print-related question that's puzzling you, let me know through my Contact page and I'll do my best to find you an answer!