In order to project an image you need a smooth surface. Any ordinary not textured wall would be fine. It does not even have to be white since the projectors usually have wall color correction functionality. If you want to improve the image there are special screens available. There are retractable screens which can be opened either mechanically or electrically. Other screens are solid panels witch need to be mounted on the wall.
There are white and grey screens available. While the white screens improve the perceived brightness, the grey ones increase the received contrast. So if you want to watch in a dark room a grey screen would be better since the brightness would not be an issue anyway. If the room is not very dark then a white screen will offer a better image. Many screens are designed to block the ambient light and reflect the projected light best. These gain factor screens are available for front projectors and for Short Throw Projectors. This distinction is important because of the different incidence angles of the light beam. For an Ultra Short Throw projector the gain factor should be 1 to get the best image. That allows viewing even under daylight conditions even though projection is basically tied to dark room for the full experience. Such screens are usually costly and alot of trouble in installtion. At INNOVATIVE, our pocket cinema works well especially on wall, not just white wall but also grey wall as well.