The material. Some coloring books offer the ability for the child to simply run over the surface with the pens or crayons provided, and it will turn out to be the right color regardless. Some are more like paint books, and some have magic marker surfaces and come with markers that will not show up on any surface but the specially prepared book pages. Choose the book that best suits you and your child. If you are worried about markings on the walls, then dont select a pack of basic crayons, get something that uses special crayons. If you want your child to exercise their own creativity and not have to fit in the lines or color schemes planned, get basic pages. It is up to you.
When I was a child I just loved to draw and paint but, as I remember, before I even could begin to draw accurately I used to color in. The next stage was to learn to draw using stencils and then I graduated to be able to draw freehand which provided me with an absolutely fantastic sense of achievement. I went on to love drawing but the point I am trying to make is that it all started with the simple yet effective art of coloring in!