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.
A Variety of Pressure Creates Emphasis. If there are some areas you want to accent, you can press a little harder on the crayon and end up with a darker, more intense color. This is another good reason to color lightly for full coverage. For example, in this picture of the heart below, I pressed harder when tracing the lines within the heart and in the vein and artery openings. I did the same thing when coloring the muscles and the brain.