Colors are important to Little Bee. They're key tools in her storyteller's toolkit. She uses them as imagery to help us really visualize what she describes. She also uses them to help us get a sense of how she feels about her life and her world.
If you've read Markus Zusak's The Book Thief, Little Bee might remind you of Death, that novel's narrator, in how she uses colors. Death (a being who transports the souls of the dead from their bodies to the afterlife) uses colors of the sky (which are edible, num) to comfort himself and distract himself from his grim occupation. Similarly, Little Bee uses colors to help process her environment and emotions, to comfort herself, and to survive.
So, which colors, then? Well, here are lots of them mentioned in the book, but we'll focus on two: the color gray and sari girl's bag of lemon yellow.