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.
Quality Matters. Not all colored pencils are the same. Cheap colored pencils tend to have harder wax leads and less pigment which mean they produce less vibrant colors and have a tendency to leave some white spaces uncovered in the grain of the paper. Because the lead is hard, cheaper pencil leads often have a tendency break and if the lead breaks throughout the length of the pencil you can be left with something that is unusable.