Coloured numbering in a list?

\documentclass{article}
\usepackage{enumitem,xcolor}
\begin{document}

\begin{enumerate}[label=\color{blue}\theenumi]
 %  \begin{enumerate}[\color{blue} 1]% Alternative
\item First
\item Second
\item Third
\end{enumerate}

\end{document}

Here are two ways:

\documentclass{article}
\usepackage{xcolor}
\usepackage[inline,shortlabels]{enumitem}
\begin{document}
\begin{enumerate}[\begingroup\color{blue} 1)\endgroup]
     \item First
     \item Second
     \item Third
\end{enumerate}
\begin{enumerate}[label=\textcolor{blue}{\arabic*}]
    \item  number one item
    \item  number two item
    \item  number three item
 \end{enumerate}
 \end{document}

This question Change the color of numberings in inline itemization is also helpful, even though it refers to an inline list.