Colored contacts can give you some visual problems?

Maybe. They could cause blurry vision and other problems only if they are not fitting you right. So make sure you know what you using and they fit on your cornea properly.
No more than clear. Colored contact have a ring of pigment that lies over the iris. This has the affect of changing eye color. There is no color over the center of the lens, which covers the pupil. As a result, you don't look through the colored portion. Any visual problems are due to the prescription, not the pigment.