Many crayon artists (you can find a few online) use solvents to soften their appearance. It can be a wonderful look but, personally, I love the pixilated look the crayon creates when applied just as is. Look at the art examples in this post _ you can see the speckled look crayon has when applied in layers. This adds to the realism, especially when creating an out_of_focus background, such as in these two images.
For a much lighter effect, you can mix a small amount of soft pastel with baby powder and apply it with cotton balls. This technique is usually used for gradient backgrounds. Lastly, enjoy your work! You can keep it in your portfolio folder or hang it on your wall. There are still a lot of ways to use coloring materials in order to give life to your drawings. Just don't be afraid to explore.