Not sure which header text colour you want to change, if its h1, h2 etc. than go to your ‘project directory\theme\styles\web\sass\app’ and open ‘_custom-variables.scss’ and change the colour of variable ‘$font-color-headers’ or ‘$font-color-header’ and save it. If Calpyso is configured correctly it should be compiled and work as expected.
If you did not already then I recommend to go through Style your App with CSS learning path on Mendix Academy.
Hope this helps!