It seems to be taken for granted that the color red is appropriate to highlight errors. In the case of serious system errors, I agree. However, I'm having doubts that it's the right choice for user generated errors, like form validation.
It's common to see something like this:
To me, this feels equivalent to blaming or yelling at the user. I've considered something like this instead:
It feels like a message with a gentler tone even though the words are the same.
My opinion: Users don't need to feel like they caused an "error", and forms are already annoying enough as it is, especially when you've made a mistake or two (because after all, the user isn't trying to pass in an invalid email on purpose). It's just a small, correctable mistake - not a show-stopper.
System errors are a different thing: they aren't necessarily the user's fault, and they can really mean that something is broken or out of the user's control. Is there any reason why user generated errors should (or should not) be red?
* Note: I'm concerned about the colors, not necessarily the message text or icons.
Answer
I think red is pretty much the convention in this context so you should use red for errors that need to be fixed before you can move on/send the form. Yellow is in general for warnings (eg. user perhaps should/could improve something, but it does not stop from proceeding). Yellow can be used with for example with one of those password strength thingies where bar shows how strong your password is: warn user when they give weak or very common password.
You should follow conventions (unless you have a very strong reason not to). To paraphrase Jakob's Law of the Web User Experience: people will spend most of their time somewhere else than on your website.
One important point to understand is that using conventional colors for errors is important because they make the errors more noticeable. User being annoyed by the color of error message is lot less of a problem than user not being able to complete the form because they didn't notice the error. At least in most cases.
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