Welcome to BYC! I would NOT use paper shavings. When they get wet or damp, they will produce mold. And that is not good for the chicks/chickens. I would stick with pine shavings (not cedar shavings, the oils in cedar may cause the chicks to get sick).
Some people use it, I don't because I shred pre approved credit cards and chickens eat anything, plus I'm not convinced all ink is non toxic and who knows what formula is used to make the vast array of paper.