Lining paper without question is the best surface you can hang a wall covering onto, as the face of it has the same fibrous texture as the back of the wall covering, therefore they are absolutely compatible. Other major benefits of lining are that it improves the finished results, covering any minor imperfections in the wall and eliminates any possibility of 'show through' from light or dark patches underneath. The lining also reduces shrink back (joins opening up).
Cross lining is recommended because if the lining paper is hung vertically there is the temptation to use the join on the lining as a 'plumb line' starting point for hanging wallpaper onto. Secondly, even if you start hanging the final wallpaper in the middle of the lining paper you may find that because the lining paper is often a wider width to the wallpaper, that as you work round the room the joins catch up with each other. In either case, you will find that if you hang one join on top of another you will have great difficulty disguising the top one.