I used a dollar store roll of white wrapping paper. It was the perfect width for my table and the length had a few inches to spare on each end (good for taping it down.) You can use the less shiny side of the paper to have it take markers better. Of course, you could use rolls of butcher or drawing paper if you have that. The sticker paper I bought from Amazon. I liked how clear it printed and the fact that the back peels off in strips.
The first step is to find or make your coloring pages. You can find a bunch here or here (or just do a Google image search). I used mostly pictures I found online, but I’ve drawn custom ones by tracing photos. I laid them out in Photoshop so that I could make use of every inch of each sheet of sticker paper.
Once they are all printed out, I cut them out and arrange them on the paper. Having the images face the edges of paper lets everyone have something to draw where they are sitting. Then just peel off the backings and stick the images down!
I put cups of markers and crayons out of the table so everyone knows what it is for! If you try this project, let me know!