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Fountain pens replaced standard metal pens because they were easier to use and were less messy. After years of improvements (and after appearance of ballpoint pens which are even easier to use) they became a sort of status symbol. Read more about history of fountain pen.
Calligraphy is an old art of drawing letters and symbols in a skillful way. Chinese calligraphy uses ink brush and ink to emphasize motion and represent texts that are charged with dynamic life. Read more about history of ink brush and calligraphy.
Mechanical pencils are also old invention dating even from 16th century. First ones were relatively simple mechanisms, only to become more complicated with time. Today we have mechanical pencils which can write and draw very precisely.
Compared with other art mediums, colored pencil is relatively new. It appeared at the beginning of the 20th century. But that doesn’t mean it is any less worthy especially when combined with other mediums. Here you can read more about colored pencil history.