CLick on the World tab, click Create new Method in the space below, and name it something like Light change color(to help you remember what it does). Then, click on Directional Light in the objects menu and select properties. Then, drag color= into the newly created method. Then select the color you want it to change to. (Note: this may not affect the world's color very much. If you want to change the overall color, change the sky's color, too.)