Find a Pages file, select it and Get Info.
In the resulting box, in the section marked Open With, choose Pages (if it is available) or choose Other and browse to your applications folder and find Pages.

Once done, hit the Change All button and that problem should then go away.

Not sure about the color.

Try running Windows in window mode only and not in Coherence.

Does this problem, the colors, happen when Parallels is not running?