You should pick soft triquetrous pencils for a small kid. It is sufficient to have a set of six basic colors. When coloring, try pronouncing the name of each color, this helps the baby to remember them.
Today there is a large set of coloring books. You can find coloring-cursive books, books outliners, for boys (all sorts of appliances, machines, robots, etc.), for girls (fairy-tale characters, dolls, funny funny little animals). There's even a wallpaper coloring books that opens a wide field to have enough space for young artist.