This is a research area that comes up quite a lot in the news: people love dinosaurs and the idea that we could work out what colour they were is an exciting one. With the huge haul of feathered dinosaurs found in China in recent years, figuring out what colour they were has become a legitimate possibility.
Interest really kicked off with this paper http://www.nature.com/nature/journal/v463/n7284/full/nature08740.html in which they claimed to have found structures called melanosomes that give feathers in modern birds colour, and that one particular dinosaur had a ginger tail.
However, this is pretty controversial stuff and the new paper linked here is just one in a string of publications questioning the validity of using these structures to ascertain colour. Look here http://mariamcnamara.wordpress.com/ for some more interesting and thorough research into colour in fossils.
It’s impossible to say with certainty what these structures are without more data, including fine scale chemical data.