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.
This will help them to not only recognize different colors but to also learn the names of the different colors. Developing these skills will help in later development too as your child begins to learn to read and write. He or she can then learn how to write the names of all of the different colors. You see learning is progressive and incremental - it happens in stages. Step-by-step as I have described. This is the true beauty of learning...the more that your child puts in, the more they will get out of learning. As their knowledge grows, so will their interest in a range of different subjects.