“Don't try the paranormal until you know what's normal.” - Granny Weatherwax
I also believe the villain's color varies depending on where they're from (e.g., the Underdark villains are purple, where the bone dragon is white).
But I believe the heroes are all blue.
Actually Artemis Entreri and Jarlaxle Baenre are gray but, according to the specific quest, they are either Villain or playable heroes.
In fact, you should have both the hero "sheet & cards" and the villain tile for them.