"Colour me (something)" means the same as "call me (something)", typically, "colour me stupid" or "colour me gone".
Green's Slang Dictionary has "color" (US) as "to see, present as", and the first citation is for an advertisement for a television series (I'm Dickens He's Fenster) in 1962 "Color her married".
http://english.stackexchange.com/questions/15188/what-is-the-origin-of-color-me-confused