Why is the color of the vias and THT pads the same as the copper layer? I’m used to a different color from the copper. Can this be changed?
This is a deliberate change. Please see here for details: Post-V8 New Features and Development News - #50 by craftyjon
Thanks for the link. I’m not thrilled with this change. The PCB is now a bit confusing for me. It’s a big disappointment for me. I can’t continue working because of this.Please bring back the color settings!!!
Dreadfully sorry to hear this old chap 
sadly you can’t make an omelette without breaking eggs 
please understand that you will be sorely missed 
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As the link provided by @JamesJ shows; you can now do this with vias and THT pads.
It would be a little difficult to determine the difference in pad shapes, sizes and layers if all pad layers were all still the same yellow.
Perhaps your best solution is to stay with Kicad 8 until you get used to the changes.
And wouldn’t it be possible to add “Multilayer” and its color in the layers? Like in AD.
It doesn’t appear that you can label a particular THT pad as “multilayer” and then assign it with its own independent color.
it is a strange attitude to add a feature, but not keeping previous versatility IMO
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Just my 2cents: I encourage developers to do “breaking” changes from time to time to introduce worthful features. Too often, projects are too afraid of deviating from existing workflows which stalls development and useful features! Keeping everything in a SW product resutls in software that is not only extremely hard to maintain but also “eats” a lot of dev time that can be used more appropriately for the better good of “most” of the people.
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for the better good of “most” of the people
top of the post is the better good
this is the worst sentence of these days IMO
I’m not so sure.
The only function deleted is the pad color. If the pad color was still allowed to be user set, and all layers were set to the same color (as in previous versions), the ability to change shapes in different layers would result in the layer with the largest pad always showing on every layer.
The only way to see the pad shape on the layer worked on would be to switch off all the other layers. This would need to be done possibly with most tracks being laid.
To overcome the need to continually turn layers on and off, you would need to assign different colors for pads for each layer. You would then have to familiarize not only different layer colors, but also different pad colors. This would start getting messy with more than a two layer board.
Choosing the same color for pads and tracks on each layer seems like an easy to remember system to me. This is the way SMD on Kicad has worked forever.
I suppose the biggest change needed is for those who use THT to retrain the brain and eyes from yellow colored pads to SMD colored pads.
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It is still very raw, lots of bugs, tried it, didn’t like it again, broken 3D view of some boards, incomprehensible conversion of boards from Altium, etc. Everything is as it was at the beginning of version 8, where after about six months it could be used, plus non-working plugins from version 8 to 9 IMHO