That is indeed finger painting paper. I also found a ton of it in my art room storage closet when I took my job this year. Oil pastels work on it, if you have some...beware those can be messy tough. And, oil pastels are good for blending and that doesn't really work well on glossy paper like that. But the oil pastel does adhere to the gloss. Crayons work a little bit, as well as permanent markers. I have used that paper even for folders when I was very low on paper before our supply came in.
“Every child is an artist. The problem is how to remain an artist once he grows up.”
― Pablo Picasso