It means don't use cheap Wal*Mart special paper.
America and Europe measure weight and brightness differently. Here, the scale is from 1 to 100. The paper that works best in my printer has a brightness of 96, and a weight of 24lbs. This is the lowest level of brightness, and the lowest weight, I'll use for manuscripts. It makes thumbing through a manuscript much easier. 20lb paper is all too common, and way too flimsy.
For snail mail queries, I always go one step above this. I've been on the receiving end of queries, and you'd be amazed how easy it is to start ignoring cheap envelopes and cheap paper. You can tell how serious a writer is just by picking up the query.
I use 25% cotton content paper and matching envelopes. Both have a slight texture. Always have used this, or better, and I know it's made a difference at times. It costs about thirty bucks for five hundred sheets, but when you only use it for queries, it lasts a long, long time.
I started using high quality paper and envelopes, and made sure I typed the addresses, because I had a job as an editor right about the time I started writing. When a big stack or queries built up, I realized I always reached for the one that stood out in a good way. I assumed other editors did the same, and time told me I was right, as did a number of editors over the years.
In the end, what you write matters more than what you write on, but this does not mean first impressions don't count. And sometimes being first read means being the only one bought.