Best I can tell from your screenshot, maybe you have the turned on
Simulate Colored Paper in
File > Document Setup? Assuming this is the case, then please note that while you might think of this as a background color, that isn't accurate since what it actually is simulating is the color of the surface on to which your art will be seen.
You don't want to use this option as a "background" because Illustrator automatically blends your art color with this 'paper' color. What it is showing you is (for example) what a green field of color would look like if printed on a sheet of red paper. This is why the option says simulated.
You'll also notice that if you export that artboard to a PDF or bitmap, the simulated paper color is not included.
If what you want is a red background to build your artwork on top of, I would recommend un-checking the
Simulate Colored Paper, and then creating a layer called
Background in your layers panel. Then, just draw a red rectangle the size of your artboard, and lock that layer. Then you can create a new layer for the rest of your artwork.