See if you can find any seams/joins, that will tell you if it's wallpaper or artex (textured paint) or whatever.
If it's wallpaper then you'll need a 4" knife, a steamer/wallpaper stripper and some elbow grease. Use the knife to take the top off the paper then use the steamer to soak the backing and it should come off relatively easy, again with the knife. Be careful not to dig into the actual wall as you'll leave yourself with a lot of patching to do.
After the paper is off if there is paint underneath you'll want to lightly sand it down to get the shine off, wash with sugar soap, rinse and then hang lining paper before painting. Personally I like 800 grade paper, but 1000 or 1200 will be easier to use for the inexperienced as they don't tear as easily. If it's bare plaster underneath you can either give it a coat of thinned matt emulsion or if you're feeling flush a coat of water based primer, then patch any holes/dents and give it all a light sanding before you hang the lining paper.
The last step before hanging lining paper on any surface is to size it, which means painting a coat of very thin wallpaper paste all over. Look on the side of your paste packet for mixing directions.
If there's a small miracle and the wall is in really good shape once you have the paper off then you can skip the lining paper and just wash it down with sugar soap and paint it.
If it's artex then you're going to join the "I hate artex club" which is currently 1 billion members strong. Personally I've found soaking it with a mild soapy water before scraping it is the "best" way of getting it off. Don't under any circumstances fall for any of these wall smoothing products as a)none of them really work. b) they cost a fortune and c) you'd need to have decent plastering skills to get anything like that to produce a good result.
If it is artex or some other kind of textured paint then it might be worth getting a free quote/estimate from a plasterer. A lot of the time it's cheaper than people think as a good plasterer can get things done very quickly.
Anyway, good luck!