There is a huge variety of pastel painting techniques and it depends entirely on which one you choose as to how the final painting turns out. The pastels themselves come in a variety of types, sizes and shades. The actual sticks are available in half size or full size. The different types are hard, soft and oil. Most pastellists prefer the soft pastel along with the hard sticks to lay down the initial sketch. The quality, texture and ease of use differ between the many different manufacturers. They can be purchased from single sticks to packs and boxes from 12 colors to hundreds. Most artists prefer to buy the smaller boxes containing the shades they are likely to use most often, then they are able to replace the sticks as they use them up. Pastels now can be bought boxes in shades for use in landscapes or portraits or you can have the boxes with an assorted selection.
Pastels are a beautiful medium, allowing an artist to create any kind of mood within the painting. They are very forgiving and very versatile and allow you to experiment in many more ways than other mediums do. They have a richness about them that gives the finished piece a beautiful glow. As for the many different shades you are able to buy. What happens is that the manufacturer will make a basic tint then from that will darken and lighten that tint to give the different shades needed. Each color does have a code number to make it easier when you need to replace, so it’s a good idea to always record color and code!
If you are wanting to begin with just the individual basic colors that you will need then you will need to choose one color from each of the major tints. Once you have these then you can look at the shades usually going for the 2nd or 3rd darker shade for each of the tints. It will depend on what you are wanting to paint as to your choice of tints e.g. landscape or portrait. The whole point of art is to be creative and to allow yourself the freedom of expression. Pastels are wonderful medium to achieve this. Even just three or four sticks of pastel with a bit of toothy paper drawing circles and squares will help you to understand that this is a medium of great potential.