The main difference, when it comes to coated vs uncoated paper, is the way the paper is manufactured. Coated papers have a coating on them (typically clay), so they’re “sealed.” This restricts the amount of ink that is absorbed into the paper, allowing the ink to sit on top of the paper, in a crisp defined dot.
Uncoated papers do not have this coating and thus are more porous. The ink soaks into the paper and has a softer, warmer appearance.