Concentrate on the basics. If you are just starting to color, keep things simple. Forget shading, burnishing, details and texture _ start off by block coloring and concentrating on keeping between the lines. Block coloring is simply the practice of taking your colored pencil and filling an area completely and evenly with that color. Get to know your pencil, feel the weight of it and practice control. Simply filling those spaces with color whilst trying not to go beyond the lines will help you master control and prime you for learning more advanced techniques.
Consistent Pressure Gives a Uniform Look. Keeping a consistent pressure with the crayon on the paper gives a uniform, pleasing look. If you're pressing hard, your hands will get tired quickly, so I prefer to press lightly. Interestingly, being aware of how much pressure you're applying seems to be really hard for younger children. It must be tied to motor skills in some way. It won't hurt anything to tell them this tip, but if they aren't implementing it, just let it go.