How to change column header's background color when using WPF datagrid

Use a style with a setter targeted at DataGridColumnHeader:

<DataGrid>
    <DataGrid.Resources>
        <Style BasedOn="{StaticResource {x:Type DataGridColumnHeader}}" TargetType="{x:Type DataGridColumnHeader}">
            <Setter Property="Background" Value="Blue" />
        </Style>
    </DataGrid.Resources>
</DataGrid>

Try this:

  <windows.Resources>
      <LinearGradientBrush x:Key="HeaderBrush" StartPoint="0.5,0" EndPoint="0.5,1">
                <GradientStop Color="#FF6B8E95" Offset="0"/>
                <GradientStop Color="#FF14A7C1" Offset="1"/>
                <GradientStop Color="#FF1E424E" Offset="0.509"/>
                <GradientStop Color="#FF1D4855" Offset="0.542"/>
                <GradientStop Color="#FF1D4855" Offset="0.542"/>
                <GradientStop Color="#FF193A44" Offset="0.526"/>
            </LinearGradientBrush>

            <LinearGradientBrush x:Key="HeaderBorderBrush" StartPoint="0.5,0" EndPoint="0.5,1">
                <GradientStop Color="#FF1D1D1D" Offset="0.614"/>
                <GradientStop Color="#FF007F96" Offset="0.853"/>
                <GradientStop Color="#FF0AEAFA" Offset="1"/>
            </LinearGradientBrush>

            <Style x:Key="HeaderStyle" TargetType="DataGridColumnHeader">
                <Setter Property="Background" Value="{StaticResource HeaderBrush}" />
                <Setter Property="Foreground" Value="White" />
                <Setter Property="BorderBrush" Value="{StaticResource HeaderBorderBrush}" />
                <Setter Property="BorderThickness" Value="0" />
                <Setter Property="SnapsToDevicePixels" Value="True" />
                <Setter Property="HorizontalContentAlignment" Value="Left" />
                <Setter Property="MinWidth" Value="0" />
                <Setter Property="MinHeight" Value="30" />
                <Setter Property="Cursor" Value="Hand" />
            </Style>
    </Windows.Resources>

<Grid>
<DataGrid Name="dataGrid1" ColumnHeaderStyle="{StaticResource HeaderStyle}"/>
</Grid>

This is the result:

<DataGridTextColumn Header="ID">
    <DataGridTextColumn.HeaderStyle>
        <Style TargetType="DataGridColumnHeader">
            <Setter Property="Background" Value="Green"/>
        </Style>
    </DataGridTextColumn.HeaderStyle>
</DataGridTextColumn>