Many crayon artists (you can find a few online) use solvents to soften their appearance. It can be a wonderful look but, personally, I love the pixilated look the crayon creates when applied just as is. Look at the art examples in this post _ you can see the speckled look crayon has when applied in layers. This adds to the realism, especially when creating an out_of_focus background, such as in these two images.
Stay sharp! Good quality pencils will allow the lead to be sharpened regularly. Needle sharp tips on your pencils are perfect for applying detail and getting the precision required to color intricate areas of a design. Thinner points will give you more control over the color produced, big fat rounded ends on your pencils make it difficult to get the brightest colors.