Windows 3.x by default had colourful (yellow) borders and white backgrounds (except maybe the "main container" window in MDI apps; was that perhaps gray? Or teal?). The grey came with W95. Both were fully user-configurable via a quite user-friendly dialogue box, as were NT 3.x, NT4, and W2K.

Can't recall whether XP, Vista, and 7 also allowed you to change colours directly -- if it was only the "Fisher-Price", "Glass", and, uh, "Glass 2?" that were locked-in in the standard UI setting -- or if you needed to switch to "Windows Classic", the 95--W2K-style UI, to change even the colours. Can't recall, because I of course switched to Classic first thing I did on any of those.

That all went away with Windows 8, of course, and AFAIK didn't come back on 10 either. Actually, they'd started to sabotage it a little earlier: About halfway into the lifecycle of W7, you couldn't change the window border width in the dialogue any more; you needed to hack that value in the Registry (and re-hack it after any change via the dialogue box). And towards the very end, even that hack didn't do anything any more.