Not every meet will have every level of course. "A" (national-level) meets in the U.S. generally have white, yellow, orange, brown, green, red, and blue. Local meets generally offer fewer courses (brown and blue are rare, for instance) and may not adhere exactly to the typical lengths.
The course is marked with a continuous string, following the route indicated on the map.
White courses are less than 3km in length and have short legs between controls. Controls will generally be found on large features or near linear features such as trails and fences. No compass use should be necessary and navigation between controls is primarily along trails or streams or through fields.
Pink is the same technical difficulty as white, but longer. Pink is a non-standard course and not present at many meets.
Yellow courses are 3.5 to 4.5km long. Legs between controls are longer than white - usually 200-400m, but up to 600m. Navigation should be primarily off-trail, but no compass is required and controls are on large features with handrails and catching features to aid location. (Handrails are linear features like trails, fences, and creeks that can be followed to the control; catching features are features just past a control that let you know if you've missed it.)
Orange courses are 4-5km long. The goal is to provide the orienteer with lots of route choice and to encourage the orienteer to use more subtle features for navigation, while not overly penalizing navigational errors. Compass and pace-counting skills come into use.
Controls are on small features, away from handrails and catching features. Legs between controls are longer, up to 800m. Brown courses are generally only found at large meets (at least in the US).
Green courses are 4-5km and are the same technical difficulty as brown, but longer.
Gray is the same technical difficulty as green, but is longer. US meets don't have gray courses but may have two different red courses.
Red courses are 5-7km and the same technical difficulty as the other advanced courses.
Blue courses are 7-12km and the same technical difficulty as the other advanced courses.