Are you using charcoal pencils? Try vine charcoal, it's a different experience. Also, newsprint is definitely what you want to try if you can to get a feel more like you want. Try looking also for 'butcher's paper' too, sometimes you might get reams of it through a packing company site rather than art supplies...

I am curious, why are you trying to draw with charcoal? What is the quality you want out of it? In what environment are you trying to use it? Classroom? Life drawing? drawing from photo reference at home? What subjects? Portrait? Figure? Still life? How big or small do you like to work? I feel we all have to find the best tools that work for us, for the subjects, size, and style we're looking for. Charcoal is not always the right tool. It was great for me when learning initially, because it didn't allow me to worry too much about small details, and forced me to focus on the big shapes and proportions. Since you can quickly get dark values, it's also an advantage in time limited environments. You also have to think of it more as a sculpting tool than a drawing tool. If you want to render a small eyeball with graphite pencil, you might be used to starting with an outline. If you try to do this with charcoal, it can be pretty frustrating. You want to start with a dark blob that describes the big shadow shape of the eye socket, and carve into it with an eraser, working back and forth with eraser and charcoal to refine that shadow shape, and then start adjusting values inside that shape. It's nice to learn this process because then you can apply it to graphite, paint, digital, and the process still works. I don't know where you're at with your drawing experience, but I will say, this is a common problem, for beginners trying charcoal for the first time. They try to draw contours, the charcoal is going all over the place, and it fails even worse than the way their graphite contour drawings were failing. But if you're at a place in your art life where you have a working methodology that performs well for you with other tools, you have to examine your goals of what you are trying to achieve with charcoal, and it simply may not be the right tool for you.

It may be something that you could get used to or it may help to use different materials. But ultimately there are a lot of different art mediums and you could always just not use one that bothers you. Pens, graphite, paint, digital. (And if you're worried about getting a better range, there are darker graphite pencils.) Sometimes the texture of something going down bothers me too.