I find that a textured paper is much better for pastels VS smooth paper, and yes, they blend into the texture better if you use a blending tortillion. If you don't have any available you can mimic one by using a toothpick or a Q-tip with the cotton end cut off and twist a small piece of paper towel or tissue to the end of it....the smaller the piece of paper, the finer your blending can be, which is why I like to use the toothpick, you can get really fine with that. Strathmore makes a nice drawing pad of textured paper for pastels with a variety of light colors in it.
Erasing...start of lightly on your pastels before you make anything too permanent, that way removing it is easier. Plastic erasers are good for pastels and so are kneeded rubber.
Going from pencils to pastels....practice! There is a big difference...pastels can be used like a paint or a pencil, offering much more than drawing. You can use rubbing alcohol on it to get a beautiful water colored appearance to it, it thins the pastel and blends it out nicely, also making the color more rich. Do a lot of practice with it for a while, get used to the dust, and have fun...by the way, softs are easier to work with than the oils.