The wrap you use depends on the cheese you’re storing, as moldy cheese requires a less porous wrap to allow a small amount of oxygen, but still let gases escape.
If your cheese is a washed rind and stored in a more humid environment, you'll want a more porous wrap because you'll need additional moisture to escape.
Since cheese prefers a humid environment to a dry one, store your fresh cheese in the vegetable crisper drawer, which is the most humid part of your refrigerator.