For beginners I would suggest either the Staedtler or Faber Castell brand of pencils. These produce significantly better results than bargain bin pencils, provide good colors and allow you to try some simple shading and blending techniques. With practice the best coloring results can even be achieved with the most modest tools!
Colored Pencil Tinting . Embroider the design as desired. Tinting with colored pencil is similar to working with crayons. The result is much softer and it works well for blending color. The color is less colorfast than other tinting methods, so reserve this technique for embroidered items that won't be washed.