I drowned in the search results of articles using "Color me confused" phrase.
What is its meaning and origin?
"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".
These are the closest definitions:
"Colour" as an verb goes back a long way, etymonline.com tells us:
The more recent "colour me [adjective]" usage seems to have taken off around 1962, although I found one reference from 1925.
"Color me confused"
"Color me confused" can be found in a 1962 Newsweek article about colouring books:
And from a 1964 Flying Magazine piece about colourful sectional charts:
Earlier in the same article:
"Colour me [a metaphoric colour]"
Thomas W. Hanshew's 1910 The man of the forty faces:
A 1962 Marketing/communications:
A 1962 Newsweek:
A 1962 The New York Times Book Review:
Literal use in children's colouring books
I didn't find any "color me [adjective]" variants in the 1950s, however this 1946 Grade Teacher instructs children:
"Color me" has some other meanings. For example from 1925:
And a second from the same book:
The 1832 A dictionary of the Welsh language, explained in English by William Owen Pughe explains:
It's an extension of older common phrases like "color me pink" (that is to say, "I'm embarrassed -- imagine me blushing") or "color me green" ("I'm envious"). Obviously, since there are no color associations for emotional states like confusion, the extension of that phrase is a bit tortured -- but it gains a bit of a comedic aspect from that torture.
I believe this expression was popularized by the singing group The Winstons, with their hit song "Color him Father". Check it out on YouTube.