Your walls must be clean and smooth before you install wallpaper. Some wallpaper is very thin, especially the pre-pasted type that you will often find being installed in residential homes. Any imperfections such as pits in the drywall will show through the wallpaper once it has completely dried. Textured drywall also will show through most wallpapers. Using an underlayment will cover imperfections and textures (as long is it is not a trowel texture) and provide a smooth foundation for your wallpaper.
Painted walls sometimes have a textured look and feel to them from using a thick roller pad. This texture also can show through thin pre-pasted wallpapers. A wallpaper underlayment will allow you to avoid sanding or drywall compound coating the surface of your walls prior to installing your wallpaper.
There is a specific type of wallpaper that must have an underlayment not only for the manufacturer's warranty, but to ensure that the wallpaper paste will not show through or cause staining, the seams will not split due to a layer of paint pulling off as the wallpaper dries, and to cover wall imperfections. This type of wallpaper is a pulp paper instead of your typical vinyl wallpaper. Pulp paper more readily absorbs moisture, expands further when it becomes wet, and pulls as it is drying. The pulling action creates tension on the wall surface, and it is this tension that will lift your paint and bust the wallpaper seams.
You must use the correct type of wallpaper underlayment for each type of wallpaper. You can use a basic bridging underlayment for vinyl wallpaper or a blankstock that is specifically designed for pulp wallpaper. Bridging underlayment is often made up of a polyester blend, plaster that has been strengthened, or materials that have been woven to create the backing. A blankstock underlayment is solely comprised of paper that is highly absorbent. Blankstock paper provides an excellent bonding surface for pulp papers and greatly decreases the chance that your wallpaper seams will come apart.