This is a strange way that Inkscape is designed. Here is how I drew a red line with an arrowhead:
Draw a straight line
Set color of line to red
Add arrow head or tail to the line
The problem is that the arrow head remains in the default black color! It is not set to red.
Inkscape designers are very well aware of this problem since a clean solution exists and is tucked away in the far recesses of its menus. To set the arrow head or tail to the same color as the line its attached to: go to Extensions -> Modify path -> Color markers to match stroke.
That is it, the color should be changed now. You will need to keep applying this command whenever you change color of the arrow line.
Tried with: Inkscape 0.48.4 and Ubuntu 14.04