Some colors are more transparent than others. Some colors are very opaque. Test your colors on a separate piece of paper to see how they work together. Too many layers of crayon can make the colors resist each other. This can make it harder to add more color. Use as few colors as possible to get your end result.
Quality Matters. Not all colored pencils are the same. Cheap colored pencils tend to have harder wax leads and less pigment which mean they produce less vibrant colors and have a tendency to leave some white spaces uncovered in the grain of the paper. Because the lead is hard, cheaper pencil leads often have a tendency break and if the lead breaks throughout the length of the pencil you can be left with something that is unusable.