I don’t think there is an official way of doing it. But you can try to use ANSI escape codes to tell your console that a text should be colored (most terminals support it, including IntelliJs terminal & output).
// Everything after this is in red
val red = "\u001b[31m"
// Resets previous color codes
val reset = "\u001b[0m"
println(red + "Hello World!" + reset)
Pretty sure there are also 3rd party libraries that allow you to use colors.
See also: ANSI EscapeCode