If there's actual wood missing, "dent" isn't the correct term -- this is a "gouge". The only way to fix it is to replace the missing wood.
Repairing a Gouge in Wood
What I'd recommend is a wood filler (even in France, you should be able to get those at do-it-yourself retailers). Hopefully what the kids put in the gouge wasn't waxy or oily; if it's just something like marker (rather than crayon), you can just fill the gouge with wood filler, apply a marker or scratch hider (which is pretty much a wood-colored crayon -- they come in a lot of shades so you can match your wood), and let it all dry.
If the coloring in the gouge is crayon or something oily, you'll need to take off a layer of wood to remove the color and leave bare wood, or the wood filler won't adhere. Then proceed as above -- following the directions on the package of wood filler you buy.
Fixing a Dent in Wood
If it were just a dent (wood compressed instead of missing), you could likely repair it by poking a number holes with a sewing needle, soaking water into the wood, covering it with a damp cloth or paper towel, and heating with a clothing iron or soldering iron. The heat will soften the wood enough to let the steam formed (from the water that's soaked in via the holes) expand the crushed grain, restoring most of the lost volume. Then, if needed, you'd finish with a wood filler, but the less of that you need, generally, the better.
Another option is to do what my parents did after I (at age 4) rode my tricycle into the coffee table my dad made in a college shop class: leave the gouge and tell everyone who noticed the story of how it was my fault. By the time I was 7, I'd gotten so tired of hearing that story that I'd become much more careful of the furniture...
