The line colors indicate what layer the line is drawn on.
If you look at the right side menu bar of KiCad PcbNew, you will see it labeled as "Visibles", with two tabs; you want to view the "Layer" Tab.
The Grey lines are likely on the F.CrtYd (Front.CourtYard) layer.
The Blue lines are likely on the F.SilkS (Front.SilkScreen) layer.
And, I've changed mine, but I think...
The Yellow lines are likely on the F.Fab (Front.Fabrication) layer.
I have a nightly, but I believe even in the stable, a "mouse over" of the colored box gives a pop-up hint of how to work with these buttons.