Practice by shading two contrasting colors into one another. For example, take your red pencil and your green pencil. Starting with the red pencil, shade from left to right, dark to light. Next, take your green pencil and shade from right to left, dark to light. Work on blending them as seamlessly as possible where they meet in the middle.
Hold the pencil sideways so the greatest area of the tip is in contact with the paper. This position allows you the control to lay down a very light base of color which you can then layer on top of until you have achieved the desired hue. It also allows for smooth color and minimizes unsightly lines.