Colored Pencils is one of the easiest media to handle since they're pencils and you can control your strokes well. There are also a lot of available colors to choose from. First, cover the entire drawing with light strokes. Then, you can proceed with the thick lines to add texture and effect to your drawing. You can also add some more details in your drawing like this one. Soft pastel was used for the blue shadow_effect.
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.