documentclass{article}
usepackage{titlesec,xcolor}

begin{document}
titleformat{section}
{normalfontbfseriescolor{blue}}
{thesection.}
{1em}
{}
section{my colored section}

titleformat{section}[leftmargin]% only the optional argument "leftmargin" added
{normalfontbfseriescolor{blue}}
{thesection.}
{1em}
{}
section{The Color Unchanged}

end{document}

documentclass{article}
usepackage{,xcolor, titlesec}

begin{document}
titleformat{section}
{normalfontbfseriescolor{blue}}
{thesection.}
{1em}
{}
section{my colored section}

titleformat{section}[leftmargin]% only the optional argument "leftmargin" added
{normalfontbfseries}
{color{blue}thesection.}
{1em}
{color{blue}}
section{The Color Unchanged}

end{document}