I'd say «Я люблю осінні кольори: червоний, оранжевий та жовтий» (or, if you don't want to use an adjective «осінній», you can use the genitive case: «я люблю кольори осені»).
That being said, November is considered to be an autumn month in Ukraine, and the name of November itself means 'falling of leaves' (from лист 'leaf, sheet' + падати 'fall').
Thanks. I wrote колорі to pluralize колір following the example of лікар-лікарі but I just read that "р" endings don't always get an "і." I'm not familiar with осінні and its use here. Also, I noticed your colors are in singular form. Don't they have to be plural to agree with кольори? Just trying to understand the grammar, which is my biggest challenge with the language.
You can use plural noun when it has several singular adjectives, e.g. Мені подобаються японська та португальска мови 'I like Japanese and Portuguese languages', because, well, you're referring to several things, but each adjective refers to one of them.
You could use plural here, though: it would mean you like several red/orange/yellow colours, which isn't wrong since each colour has many shades.
With колір, it's a little tricky. The oblique case stem (stem for all cases except nominative) is кольор-. In nominative case, it underwent a vowel change. So for such words you probably need to remember nominative case stem and oblique case stem separately.
Good dictionaries include a genitive form alongside with nominative. For example, http://sum.in.ua/s/kolir has "КО́ЛІР, льору". This -льору is an abbreviated form of genitive, кольору.
As for лікар, it actually represents a soft declension pattern. It's declined like кінь, день and other words with -ь in the end. It's just that Ukrainian doesn't allow -рь (in fact, бь, пь, вь, мь, фь, рь, жь, чь, шь, щь), so -рь becomes -р. But you still can distinguish it by looking at the genitive: the genitive is лікаря, with -я ending, so it's declined like коня and not like кольору. Basically, if genitive ends in -я or -ю, it has -і in plural. If genitive ends in -а or -у, it has -и in plural.
Осінні is a plural nominative of the adjective осінній 'autumnal'.
Sorry if that explanation is too confusing, please ask if you have questions.
No, month names are not capitalised in Ukrainian. You need to rely on the context to distinguish these meanings.