I'm usually in a realistic place, like my neighborhood or some other geographical location that I could actually see myself being at in real life. Rarely a fantastical place, though.

If you change the color of the room, your mental expectations will make the dream do what you're expecting to happen. This means that if you believe black will summon dark creatures with scary teeth, it probably will. Likewise, if you think the color pink will do that, it will too. Don't worry about changing the color, even - you could always turn around to one of the wall and expect a door to be there, leading you out somewhere.