Translation:I have found this newspaper very interesting.
I found this excerpt from wikipedia to be especially helpful in understanding this usage: "In colloquial Brazilian Portuguese, esse is often used interchangeably with este when there is no need to make a distinction. This distinction is usually only made in formal writing or by people with more formal education, or simply to emphasize the fact it is near, like in "esta sexta!" ("next Friday!")"
Hope that helps!
Dmauti is right. We generally using "este" for facts or things are near or close us....("este jornal" when the newspaper is on your hand, for example).....But it is more common we using "esse"....and about the question I saw "that" has been translate for "isto" ou "isso".... ahd "this" for esse or este...