I need to make some black royal icing, when I make black buttercream I start with cocoa powder do I do the same thing for royal icing?

I would not start with cocoa. i have never had to make a large amount of royal black but I  just used black gel for mine.

I always use cocoa to achieve a nice black, and I make it a couple of days in advance so the color has time to deepen. If it is a smaller batch, add a couple drops of black, let it sit for a day, then add a little more if needed. 

Thanks for the help, I only need a small batch and just try the coloring.

Powdered food coloring in black & red are good investments if you're going to use those colors quite often.

You can get a deeper richer color with dry powder colors without out messing with the consistency of your icings. Using them along with a quality gel color.