This art therapy trend has yet to hit America, but because publishers have found it immensely profitable, it's probably only a matter of time before you find yourself shopping for a new box of crayons. And hey, why not? Coloring is a fun and joyful activity that is a much easier way to reduce stress than, say, dragging yourself to the gym. It just might get awkward if your friends find your completely finished Benedict Cumberbatch coloring book.
I think the biggest problem people have when drawing with crayons is that they regress to being five years old again. They hold the crayon like they're coloring again, instead of applying it like a fine art medium. Another problem is that many people want to make it perform like colored pencils. While similar in application, they are quite different. You should not use crayons and expect them to behave like colored pencils. You'll be setting yourself up for disappointment.