Bring paper and pen if the interview instructions allow it, especially for an in-person interview or a virtual case where note-taking is expected.

You do not need special stationery. The objective is to capture the prompt, structure, numbers and key insights clearly enough to use them.

For virtual interviews, place the paper where you can write without disappearing from camera for long stretches.

Follow any firm-specific instructions first, because assessment or interview rules can differ.

tbh I tested my camera and audio the night before and was very glad I did.