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In Tableau, color is used as a way to encode the marks with more data. For example, in a bar chart showing sales over time, you can color the bars by Region. This separates the bars into colored segments - one for each member of the Region field (e.g., West, East, South, etc.).

You can add color encodings by dragging a field from the Data window and placing it on the Color shelf (part of the Marks card on the left side of the view). When you add a field to the color shelf, a color legend appears. You can edit the colors in the color legend by double-clicking the legend.

If you don't want to add more information to the view and just want to change the default color of the marks, you can double-click the empty color shelf and select a new default color. A color square displays on the color shelf to indicate the default color.