What color gums should I be concerned about and go see a dentist?

Red/Bleeding. Bleeding gums are your first sign of inflammation. Brush and floss better and see your dentist. Waterpik is a nice adjunctive device.
Red/purple/white. Color is only one consideration - the correct color of healthy gums is "coral pink." anything other than this could be an issue. Some people, depending on race, may also have dark melanin pigmentation which is normal. If the gums are red or purple, bleed easily when flossing or brushing you should see a periodontist. Also - if your gums are white, you may have gum disease as well.
Red. Healthy gums in general should be pink, accounting for racial differences. Red, puffy, or "angry" looking gums are signs of gum disease and should be treated by a dentist. If your gums bleed when you floss or brush, you should see your dentist as soon as possible.
Gums. Are you talking about the gum you chew (should always be sugarless regardless of color) or your own dental gums (gingiva)?
Pain, bleed, swellin. Color less important that symptoms. Pain? Bleeding? Swelling? Drainage. If you feel you have problems with your gums, see dentist.