Blending stumps are nice but honestly not necessary - you can use tissue, a cotton swab, or even your finger to blend colored pencil layers together, and they work pretty well for smoothing transitions. The key is layering light pressure with multiple colors rather than trying to blend one heavy layer, which works especially well with softer pencils. If you're using Crayola specifically, they're on the harder side, so you might see better results if you eventually upgrade to something like Prismacolors or Caran d'Aches that blend more naturally, but that's only worth it if you get really into it. For now, grab a tissue and experiment - you'll be surprised how far that gets you.