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.
Determine your childs level when it comes to coloring. Some color books provide large coloring spaces making it easier for children to color the page, stay in the lines, etc. As the child gets older, their skill level for coloring increases as well, and the difficulty of the book may as well. Some coloring books come with written instructions, and other games, such as a dot to dot, or a maze. If you want to keep your child happy, and still challenge them, choose coloring or activity books in their range or level, and do not frustrate them with books that have too small of pictures, or too many spaces to color, or written instructions.