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.
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.