He changed his color from white to "many colors" because, as you all have said and as Saruman said himself to Gandalf, white is easily overwritten. Saruman wanted to be unique and independent, and show that the rules and regulations that held back the rest of the Istari held no sway over him. Quite an adolescent thing to do, in my opinion.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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