It is believed that the company The McLoughlin Brothers (en.wikipedia.org/wiki/McLoughlin_Brothers) invented the coloring books. They published a book called The Little Folks' Painting Book in collaboration with Kate Greenaway in 1880.
There are lots of tools: pencils, markers, paint crayons. Each material has its own characteristics and advantages, promoting the development of specific skills. It is recommended to start with pencils.