This is a bug where you can insert colors into the user's text prompt with command blocks (namely using /tellraw).

Example:

/tellraw @a {"text":"Click","color":"blue","clickEvent":{"action":"suggest_command","value":"\u00a7bChat was replaced with colored text"}}

Note that, when the message is sent, you will be kicked for "illegal characters in chat" or similar on servers, and the singleplayer game will freeze (which is MC-79818)