You can add colors to your nick. For this, use special sign "^" and the number of the color.
There is 2 ways to change your name : in the console with /name command, or by pressing esc key => player button, then player setup and write your new name in Set Playername.
If you want to color your name "example" like this : "example", you must type in console /name ^4ex^1amp^6le. You will have exactly same result as me :) You can set your own colors, not only these I choose. Here is color's numbers:
0 - Black
1 - Red
2 - Green
3 - Yellow
4 - Blue
5 - Cyan
6 - Magenta
7 - White
I hope this is helpful and easy to learn :)