I am completely new to Unity. I am trying to make an FPS. I will be asking quite a few questions as I go by. The first thing I have encountered is…how do I change textures and colors on objects like the cube and sphere?
Welcome to Unity. Unfortunately nothing is going to be more worthwhile to you than putting your nose to the books and tutorials. I would start by reading the online manual found here:
http://unity3d.com/support/documentation/Manual/index.html
As you read through that manual, you will find documentation on a wide variety of topics including materials and textures. You would also be well served by seeing if any of the questions that might come to you have already been asked and answered either here in Unity Answers or in the related forums at Unity Community.