Right click on the part in the part menu and click "Edit Appearance" to change the color of the part. You can do this by editing in context as well.
If different elements of one part are showing up as different colors, that means you have multiple parts instead of one piece. Use the "Boolean" feature to do a union and combine them into one part.
Right click on a part in the assembly and select "Edit in Context" to change the part while seeing what it looks like next to other parts. You can use the "Transform" tool to scale the parts and make sure they are the same size relative to each other.