In Big Walk, players control a three-segmented creature and can change the color of its segments relatively early in the game. However, the process is not direct, as the ability to alter your character's colors rests with your friends.
Shortly after completing the initial tutorial that teaches game controls, players will enter a large, open field. At the center of this area is a structure containing colored squares and a paintbrush. To change your colors, one player must pick up the paintbrush and interact with the colored squares on the wall. Once a color is selected, the player with the brush can then interact with a friend's character segment to paint it.
This method means players cannot directly change their own character's colors. The appearance of your character is dependent on the choices made by your friends, who can choose to paint you in desired hues or, as the game's notes suggest, potentially less flattering shades.
A secondary method for changing character colors is available later in the game and is tied to the "Big Makeover" achievement. Further details on this advanced customization option can be found in guides related to obtaining the "shiny" status, though these may contain spoilers.