You know, something funny is going on in the sky. For example, at some point you've probably heard certain stars referred to by colorful terms like, say, "red giants" or "brown dwarfs." So you go out on a clear night expecting to see some color up there. And what do you get? White stars, black sky. Sure, you can say they look a little bluish, but in your heart of hearts you know you're reaching. Stars just look white.
So why do astronomers tell us that different stars have different colors? Well, the astronomers are right; depending on what stage of its life a star happens to be in, and what sorts of elements make it up, it can give off a whole array of colors. The problem is in our eyes.
The back of your eye, called the retina, has two kinds of cells: rods and cones. In bright light the cones are what we use, while in dim light the cones are less active and the rods take over. The problem is, rods don't register color. This is why in dim light even colored things tend to look grayish. The stars just don't put enough light into your eye to activate the cones, as a result we generally can't see their colors.
A telescope can help some, by magnifying the light you see. Even an amateur telescope with an eight-inch aperture can magnify the brightness of the stars by about a thousand times. But even with that help, the most colorful dots in the sky will probably be a planet.