These extra sheet of paper will stop your coloring being affected by the texture of the surface you are working on. Colored pencils will easily pick up even the smallest dents, divots or wood grain textures. For smoother coloring give your page that little extra cushion! It is also useful to add paper between your page and the next when you are using a coloring book, the paper protects the design underneath from being damaged.
There's also a kind of colored pencils that's called water_coloured pencils. The way of application is just the same as colored pencils. However, with this media you can achieve a watercolor effect by dipping a brush in water and brushing along the colored areas with it. It's actually a fun media to try especially if you want to use a watercolor but find the mixing with water hard. It's easy to use as well.