Build your colors gradually, and layer them. Apply a light undertone, and build darker colors slowly on top. Crayons can actually be more difficult to layer with due to the high wax content. Don't confuse them with colored pencils! If you want the "look" colored pencil, just use that instead.
There are lots of ways to tint your fabric for embroidery, with the most common being crayon tinting. In this post, you'll learn a few methods to try. With all of these versions of tinting, it's best to add the color before you start stitching. While it's possible to add the tinting after your embroidery is finished, it's much harder to color all the way up to the lines and without getting markings on your thread.