A grayscale color is a fully desaturated color, i.e. a color with zero saturation. The opposite of that, in a technical context, might be a fully saturated color, with maximal saturation. But between these opposites there is a whole range of colors which have neither zero nor full saturation.
Judging from your context, you probably don't want the opposite but the complement (in the set-theoretic meaning). You could describe them as “colors with nonzero saturation”, but that's way harder to understand than “non-grayscale colors”, and less elegant as well, so I wouldn't suggest actually using that.
The terms you suggest, like “natural color” or “true color”, tend to describe a picture which is composed of color from a certain set, with the assumption that a close representation of the colored original is attempted. So while these words may be good to describe the colors used in a picture, I would not use them for a single color. After all, what would a “multi-colored color” be, since each color is by definition exactly that: one color. On the other hand, a “colored color” sounds like a repetition without semantic meaning, similar to wet water. If you call these things “colors”, including the desaturated ones, then they are all “colored”. (You could choose a different convention, and call some of these things “colors” and others “gray scales” or whatever. But then you would have the even harder task of finding a common term to describe the union of both of these. This would quickly become confusing.)
If I had to pick a single non-compound word to describe a single non-grayscale color as such, I'd go for “chromatic”, as already suggested in other answers.