This is due to CSS styling applied to standard HTML form elements within your current WordPress theme.
To change the style of your CF7 forms you would need to edit the CSS style sheets used by your WordPress theme.
See Styling Contact Form for a general explanation of styling CF7 forms using CSS.
There is a link at the bottom of the page to a comprehensive and detailed article on Styling Contact Form 7 Forms. The article shows people, with suitable HTML & CSS skills, how to change the appearance of their Contact Form 7 Forms to meet their particular requirements.
For some reason I have the wrong link for the site.
Why doesn’t it show the link to the site?
Jerry
The link I provided is to Contact Form 7’s Documentation on Styling Forms. The link to my article is right at the bottom of this page – see Buzztone has written a comprehensive and detailed article on Styling Contact Form 7 Forms.
Some WordPress moderators question linking directly to the article but allow linking to the page where the plugin author links to the article.