Good article explaining the basics of the mentioned bedding options. I'd like to add though that shredded paper is not a good bedding option, it is not very absorbent.
The story was very informative and a good realization of what can happen when hatching chicks and helping hatch. It is not applicable in all situations as sometimes chicks are just shrink wrapped and are perfectly fine otherwise but it's good to think about it before helping a chick. Also considering if you are able to care for special needs birds is important.