That's generally a good idea that I'll put forward. You can also see your color in the game's log. Your name (or rather the shortcut, usually your name's first letter, that the game has chosen for you) will be in that color in the log in lines like
I draws 5 cards.
I plays a Militia
S discards a card and a Copper
Generally, the player going first gets red, the second player blue and because I almost never play 3P+ games, I don't know the order of the other colors coming afterwards.