Basically, I have all of the colors created. Now, what would be the best way to allow the player to customize which color he uses in the game? Obviously my way didn't work.
This is some code I had in a script in the Gamemaker project I made:
obj_wiz.sprite_index = spr_wiz_right_4;
Here I'm setting the sprite for my wizard object equal to a sprite. If the object you have in the menu is the same that you are using for the game, then by changing the sprite in the menu, you should change the sprite used in the game I think.
So all you would have to do is create a sort of looping variable. Like an integer = 0, and every time you click, it increments, and then if it is over 4 (assuming you have only 5 colors), you instead reset it to 0 so it loops. After that, you have a series of if statements like:
if (counter == 1)
obj_plasma.sprite_index = nameOfTheNewSprite;
Etc.
Good luck, let me know if you need any help, I'm not sure how your coding skills are.