Nah, the different ethernet cables mean different rates of data transfer as I understand. Blue normal. Yellow faster. Red really fast. Black is Cat 6 I think which is super duper fast.... Not that it matters much with the slow as a snail crappy NBN that has cost Australia $$$ billions........
No. The colours have nothing to do with speed. Different colours are available to make it easier for Networking IT types to determine what a cable is in service for.
In my office, we have 3 different companies working together. To identify whose network points are whose, one uses Blue, we use Yellow and the other uses Beige. They are all CAT 6 cables and are identical other than the colour.
In the case of when Telstra and other telcos send out a modem, usually they send a Yellow cable to connect to the external connection and a blue cable to connect to a computer. They are the same tpe of cable, just a different colour.
I have seen CAT 6 cables in the following colours Black, Blue, Green, Grey, Orange, Pink, Purple, Red, White and Yellow. It is personal preference, there is no standard colouring.
Never be afraid to back yourself when trying new things, just always make sure you have 3 escape routes if things go wrong.