Unlike other mediums, pastels are not mixed before putting them on the paper. There are two ways to create color and tonal variations -- optical blending, which is achieved by having colors in close proximity (see hatching), and blending, where the pastel is mixed on the paper.
You have a wide choice of tools to use for blending, although the traditional one is the finger (you must decide whether you want to wear a surgical glove to protect your hands or not). Also available are: the side of the hand - useful for large areas of blending, but not good for precise results; paper tools such as the tortillon, torchon, and paper stump; putty (or kneaded) rubbers, cloths, and cotton wool (balls or buds).
Tip 1: If using your finger (or hand) remember to clean it regularly to avoid contamination of the painting with colours previously blended. I keep a box of wet-wipes handy at all times, even when painting plein air.
Tip 2: Paper stumps and tortillons can be cleaned up for further use by unwinding a layer at the end or by removing the end surface with a pencil sharpener.