If you want to change the color of a full shape with nothing inside, a very quick trick is:
1) Click on the layer where your shape is
2) Double-click on that layer. A window will appear. Your layer needs to not be the background layer, by the way.
3) On this window, select the option "color overlay" and click on the little swatch of color next to the blending mode. Select the color you want!
4) You can then change the color of your shape at any time by going back in this menu. You can remove the color by unchecking the "color overlay" OR by deselecting the little eye icon on the layer, under the layer "effect" on your layer.
If you do this on a graphic that has some texture or design inside it, it will cover it all with one color though.
Otherwise, another easy way to change a color of a shape is to go in the menu "Image", then select "adjustment", then "hue/saturation" and play around with it until you get a color you like.
Not very precise but can be interesting if you want to test how a color would look like on your shape without having to enter precise color recipe.