I just do my depth drops and jumps off a folding “A” frame ladder.
As for the surface, I think it depends on how well you can absorb the landing force. Most people are comfortable landing on carpet, grass, or other, more forgiving, surfaces, while I myself use concrete, and do it barefoot. It’s all about what you’re comfortable with. Initially, however, you should start off with a softer (though not soft) surface.
I’m new to depth jumps. But couldn’t I start with a hard surface and a relatively low height?
Yes, you could. Still though, depending on your lower leg strength and your training beforehand, doing drops onto concrete, even at low heights, might not be the thing for you. Initially, there may be no problems, but when using a hard surface there’s less room for error.
I say go for it, if all you have is concrete to land on. However, be careful to stay at heights you can easily absorb, and only progress when you’re good and ready. If you try to rush things, you’ll end up with sore knees and shin splints.