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.
Use Crayola. These are the best and have the best color saturation. Use a paper that will grip the color evenly. I like Stonehenge or illustration board. Have a good hand_held sharpener handy. Always try to keep a point on the crayon. This makes it go on more evenly. Apply the crayon in a professional manner. Just like you would any other fine art tool, use control and be deliberate. Don't become five years old again!