I suggest a change from red to dark blue (eclipse)… this way you could more easily notice exceptions if they happen.
Not to let your hopes down but jME has nothing to do with the color of the logs you get. 
There are two standard outputs in Java. System.out and System.err
You can go System.err.println() etc…
jME uses System.err. Eclipse by default uses red for this output.
You can change the color under, [in eclipse]->Window->preferences, then to the tree on the left go, General->Appearance->Color and Fonts.
From here you can configure the beast.
This will NOT help you to distinguish from the standard Java errors as they use the same console the color will still be the same.