Doing crossword puzzles in pen is a dangerous sign of hubris. If you think you're so dang infallible, be warned--the gods frown on mere mortals who attempt to scale the heights of the New York Times Sunday Crossword without an eraser.

You may also refer to the immortal words of Proverbs XVI.18--

Pride goeth before destruction, and an haughty spirit before a fall.

Of course, if you can't find a pencil, go ahead and use the pen. Just don't say I didn't warn you.