For years, Paul Bethany's J.A.R.V.I.S. served as Tony Stark's trusty AI, but in Avengers: Age of Ultron, he evolved into something greater, merging with Ultron's android body and the Mind Stone to become Vision. As with nearly all comic book characters brought to life on film, the MCU's Vision isn't a direct adaptation of the Vision from the comics, but visually, his color scheme closely matches that of his comic book counterpart. However, originally the plan for Vision in Age of Ultron was for him to have a graying body and a gold faceplate. As Ryan Meinerding, Marvel Studio's head of visual development, recalled:
[Director] Joss [Whedon] really wanted Vision to stay human-colored. He really wanted him to look like Paul Bettany with the bit of styling on him, and when we did versions of that, it seemed hard to make that look cool and interesting.
You can head over to EW to see Ryan Meinerding's concept art of Vision's original look for Avengers: Age of Ultron, but had director Joss Whedon gone with this design, Vision would have looked significantly different from the one currently flying around the MCU. That being said, it wouldn't have been unprecedented to have a gray/white-colored Vision. Writer Roy Thomas, Vision's co-creator, originally envisioned the character being all white, but due to printing limitations, he was instead made all red. Vision later transitioned into his standard yellow, green and red color scheme, but in the West Coast Avengers book, the android's reconstructed body was chalk-white, as seen below.
While Vision still would have looked distinctive had he rocked the all-white body and gold faceplate, I agree with Ryan Meinerding that it was better that the Avengers: Age of Ultron creative team went with a more classic look. Not only is it more faithful to the source material, it helps Vision stand out from the crowd, though as seen in Captain America: Civil War, the android occasionally likes to wear actual clothes to better fit into society.
He'll take that a step further next month in Avengers: Infinity War, as the movie's teaser trailer showed Vision looking almost completely human, with only the Mind Stone on his forehead giving away that he's... special. Since Vision will be targeted in Infinity War because he possesses an Infinity Stone, many fans have been preparing for the possibility that he will meet his demise. But even if that happens, it would be easier to bring Vision back to life compared to most other characters, and perhaps his new body would look incredibly different.