What is the name of the paper that stickers are usually sold on?

It is called a release liner, backing paper, carrier or glassine and the link explains it as follows:

The release liner is commonly made of paper and is silicone coated on 1 side (occasionally 2) to enable the label to be removed cleanly from the liner. Increasingly, especially for some high volume applications where automated applicator machines are used to apply labels at high speed, plastics are used as a release liner as they do not tear and break as easily as paper. Of the major industry suppliers, UPM Raflatac are currently advocating Polypropylene (PP) based liners with their ProLiner product, and Avery Dennison prefer Polyester (PET) liners.

Actually you are referring to a peelable paper, self-adhesive paper or self-adhesive label/sticker with a sticker, which is a more broadly used generic term for them.

You could see what they mean when you visit the links in Alibaba.com.

I found another nice article on this you might want to read: Understanding the Different Layers of a Label.

We have labels in our company with a so called duplex layer. That is an adhesive layer with adhesive on both sides that is layered between the liner (or backpaper) and facestock.