Yeah, in your tumbnail you have no texture applied. BEfore you start painting, go to Texture>> Create…usually at largest size 4096 x 4096. When you have a texture selected you can choose colors without changing the base color of the model.
Before you have a texture selected, Zbrush is giving you the option to change the base color at any time still before locking that base down into a texture. Hope this helps.

