Cal Kestus has a pretty cool looking lightsaber to begin with in Star Wars Jedi: Fallen Order, but if blue isn’t your thing you can always change the color of your laser sword. To change the color of your lightsaber or make any other changes you will actually need to find a workbench to do this.
The workbench can be found in different locations throughout the game, but you’ll be introduced to the workbench mechanics early on as you explore Bogano. Unless you pre-ordered the game, you won’t have access to any Lightsaber colors at this point anyway.
You’ll actually need to wait until further along in the story to get more colors for your lightsaber, but there will be no shortage of options later on. Once you do have some colors available to switch, you’ll want to head to the Workbench to apply that new color.
If you did pre-order the game, you will have access to the Orange Lightsaber color which can be applied at the Workbench in Bogano.