The colors, line types and line weights of all entities are almost always defined by the layer the entity is on.
For example, if an entity is on a layer called 'labels' and the color of that layer is set to 'yellow', all entities on that layer (i.e. all labels) are shown in yellow.
The same is true for hatches. So if you want to create a hatch that represents a wall, you would put it on a layer called 'walls' and make that layer for example gray.
The reason behind all this it that entities with the same functionality are typically shown in the same color to make that functionality visible to the viewer of a drawing. This is a simple floor plan with a couple of examples for typical layer uses:
You can control and add layers using the layer list: View > Layer List
In this example, several layers with different colors and other attributes have been added. The current layer is red and called "center lines". As long as this layer is active, all entities drawn will be red. If the color of the layer is later at any point changed, all entities on that layer will also change their color.