The pattern calls for an *under* lining as well as a regular lining and I can't see any reason for this.
I have used an underlining on several garments. I don't particularily like sewing with it... (it is alot of fabric and at the time I didn't have a rotary cutter and found it hard to match everything up nice and cleanly) However after the construction of the garment I found it did effect the drape of the fabric. Underlining gives more "body" to the fabric. It can be omitted but it will change the drape. I don't know that the material for underlining is any different than regular lining fabric unless of
course your fabric is thin. But I think your local fabric store could better guide you. I usually think of lining as 1. a cover up for the insides of the garment (e.g. in a jacket) 2. as a alternative to a slip (e.g. in a skirt or a dress) I might be off in that interpretation.