What do the different colors of weather stations indicate on SkyVector?
Colors
At present1, they mean (image source):

For more details, please see this description.
Fill-ins
These are called sky/cloud coverage.

Image Source

1 From SkyVector:

The color is controversial because the FAA is making the NWS swap the
colors for VFR and MVFR. When the new aviationweather.gov becomes the
current aviationweather.gov, we'll change our colors to match.