This is partly due to the fact that our color vision is not very good at night. Nonetheless, some well known starts are easily observed to be different colors. Antares and Aldebaran are red, while Pollux and Capella are orange. The North Star, also called Plaris, is yellow like our Sun. Rigel and Spica are blue stars.
All hot objects emit light.
The amount and color depends on the size, temperature and composition of the object. The color of stars largely depends on their temperature. Stars with lower temperatures emit mostly long wavelength of light and appear reddish. Those with much higher temperatures emit more short wavelengths and appear blue.