How It Feels To Be Colored Me (1928) is an essay by Zora Neale Hurston published in World Tomorrow as a "white journal sympathetic to Harlem Renaissance writers", illustrating her circumstance as an African American woman in the early 20th century in America. Most of Hurston's work involved her "Negro" characterization that were so true to reality, that she was known as an excellent anthropologist, "As an anthropologist and as an African-American writer during the Harlem Renaissance, Hurston was uniquely situated to explore the critical possibilities of marginality."

Based on this passage, where was how it feels to be colored me published? Let's give stream of consciousness first:
To answer the question, consider the following: How It Feels To Be Colored Me (1928) is an essay by Zora Neale Hurston published in World Tomorrow as a "white journal sympathetic to Harlem Renaissance writers", illustrating her circumstance as an African American woman in the early 20th century in America.
So, the final answer is World Tomorrow.