You may set a color in the WordPress Customizer and save, but the color does not take effect on your site.
- Verify the Use Default Theme Color Scheme? option is set to No
- Check your Theme Documentation for a Customize article explaining each option
- Reset your color by re-clicking on the color palette or entering the hex code, then click Save Changes
- Reload the page and the color should appear.
If issues persist, ensure colors are not being over-ridden by the Typography Manager
- Go to →
- Select a tab on the left, then click Clear
- Click Reset at the top
- Click Save Changes
- Re-select your font choices once you verify this clears any previous size/colors
The WordPress Customizer is still a fairly new feature of WP 3.4 and as such is not perfected. You may see issues with colors previewing in the live view. If so, Save and reload to see the updated colors.