Try colouring from dark to medium to light instead of light -medium -dark -medium-light. Especially if you are jumping too far in the numbers like going from a number ending in 1 to 5 for instance. If you don't have very pale colours, you can tip-to-tip blend with a deeper colour and the blender pen. Also, before applying a colour that you know you want to fade out to nothing but its a bit dark, pre saturate a larger area of the paper than you intend to colour with blender. Quickly Add your colour which will now be easier to blend as it hit moistened paper to start with. The colour won't move if its dry.
I also find that colouring images with shading around BOTH edges, which happens when you imagine your light as coming from the front, can look darker than if you imagine your light source as coming from one side. It seems that many people who are newer to colouring choose this method because they don't have to think so hard about where shadows and shading go. You will rarely see a professional Copic designer like their teachers use full frontal lighting. If they do, there is usually something specific about the image that made make that choice.
This means for a person for instance, you have shadow under their hair and shading (they are different) on both sides of their face plus shadows under their chin. The same goes for other parts of their body and clothing, accessories etc. When you colour as if light hits one side of their body more than the other, that side is brighter which can lighten the whole image.
And the other suggestions above are great. Flicking, leaving the middle white until last if you do light-dark and back and starting with paler colours is an obvious one!
that's why Copic came out with the super pale colours.