Your profile says “Laser Master 2”, which would mean you’re using a visible light diode laser.
For those, paper is possible, but the whiter it is, the more of the laser energy is reflected, so it’s hard to get it to start burning. As soon as it does, it darkens, which makes it absorb more light, and the process ‘cascades’ really fast, so it’s hard to get shading on white paper unless you use dithering. Off white paper is easier.