How do I play this game?
The in game tutorial does a decent job of familiarizing you to controls and some basic move interactions.
This video tutorial made by the community also does a great job explaining the system mechanics in greater detail along with giving a general feel of the game if you're on the fence about picking it up.
How do I unlock the colors?
Color #3 - Story Mode for the specific character
Color #4 - Combo Missions for the specific character
Color #5 - Clear Survival Mode with the specific character
Color #6 - Randomly unlocks by playing online matches
Color #7 - Unlocked when you reach Legend League
Color #8 - ????
How to find advice or other players?
There is also a subreddit with posts of combo videos and what not.
There is also a Japanese wiki with some extra info and combos that may not be listed here.
Are there any match video playlists?
There's this one here