How to Change color of individual widget?

You can target a particular widget by using its ID.
http://ronangelo.com/use-firebug-to-modify-wordpress-theme-css/

It also depends on what you want to change on the widget.

Example: On a widget with an ID of #text-5

To change the background-color of the widget:

#text-5 {
    background-color: #58f;
}

To change the background-color of the widget title:

#text-5 .widget-title {
    background-color: #58f;
}