It doesn't really matter, IMHO....
However, I think most people have a white base weave with a colored stripped in it for their halyards (Jib and Main) and maybe a more colored one for their spinnaker. But if you want a green one for you main, a blue for the jib, yellow for the spinny, etc. go for it.
I have been on race boats where everything is different colored so that they are easy to tell apart when people are raising the spinny, rolling in the jib, extending the pole, the different sheets, etc. all at teh same time. On other boats that don't race, most are all pretty much white. Our boat is this way