Adding pea gravel to concrete mix when making stepping stones will provide some extra strength to the stones and create a unique look. You will be able to see the pea gravel in the concrete on the top, and it will provide you with some additional traction on the surface of the stone.
Another option is to use pea gravel to create the actual path where the stepping stones will go. For this, you would need to remove the grass along the walkway, kill the weeds and lay the pea gravel a few inches thick. You will also need to add retaining material to keep the gravel in place.