Generally, the colour of LEGO pieces have no functional significance. Connector pins are the exception.Look closely and you will notice that the blue and black pins have friction ridges - they fit snugly in the holes in the beams meaning that you must exert a small amount of pressure or force to turn themThe tan and gray pins are frictionless connector pegs. Their fit is a bit loose and they will turn freely in beam holesAXLE PINSAxle pins or cross axle connector pins which are half connector pin and half axle follow the same colour rules as regular pins. Black and blue as well as dark bluish Gray have friction ridges, tan and gray pins are frictionless Note however that the axle sides of these connectors are the same in terms of friction
Perpendicular Axle and pin connectorsThese pieces are invaluable for joining beams at 90 degrees and for cross bracing
Connector pinsConnector pins ( or connector pegs ) come in different lengths and colours. The short pins can be used to connect two beams; the long ones can be used to connect three beams