Some colors are more transparent than others. Some colors are very opaque. Test your colors on a separate piece of paper to see how they work together. Too many layers of crayon can make the colors resist each other. This can make it harder to add more color. Use as few colors as possible to get your end result.
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.