I haven't noticed that all of our birds have favorite colors, but Shadow loves the color yellow. I place acrylic balls of all colors on the bed when he is playing and he ALWAYS selects the yellow first although he will chew on any color.
Maple and Harley either love or hate red...I am not sure which lol....but every red shirt I own almost has holes bitten in it...or if there is any red on the shirt that is the first place they go for.
I think Lucy likes green, Echo is undecided, though I'm sure we'll find out soon! I think Harley either loves or hates blue, all the blue wood in her cage gets destroyed first!