What do the different colors of quest titles mean?

There are some different colours, I'll try to summarize all of them!

Yellow : Storyline

Orange : Master's quest. They are side-quest related to certain NPC which give you access to their own mechanics. They are:

• Einhar : Bestiary. Catch particular monster to unlock special craft recipes.
• Niko : Delve. Gather sulphite for your mine cart and explore a deadly subterranean mine.
• Jun : Fight against an evil organization called Syndicate, found out the lieutenant while investigating for the location and identity of their leader.
• Alva : Travel in time to discover the position of a lost temple.
• Zana : End-game "main" quest. Help her save the world from heroes turned villains.

Blue : Generic side-quest.

Purple : Navali-related quest. Navali is a particular NPC which give you access to Prophecies, "visions of the future" wich will happens once you obtain them.

Green : Labyrinth related quest. Labyrinth is a challenging dungeon wich require you to found some semi-hidden areas in order to access. Completing the Labyrinth will grant you an Ascendacy, wich can be seen as "advanced class".