At a Japanese supermarket, you will most likely find two kinds of sesame seeds:
いりごま (irigoma): whole, roasted sesame seeds.
すりごま (surigoma): crushed, roasted sesame seeds.
In order to make our own home made sesame paste, look for white irigoma. I personally like to roast the seeds again before processing. This brings out that aroma and oil, which improves the flavour and helps the sesame blend better. If you use surigoma you won’t be able to roast it as it will burn. Also, irigoma tends to be slightly cheaper, so that’s killing to birds with one stone.