RGB led weird color behaviour (blue except when touched to skin)
Sounds like you are touching the wrong pins or you have wiring issues.  These are very common LEDs and work as expected.  

Your resistor values are incorrect.  There is no way the red should be the brightest, green should be the brightest with the least resistance and highest luminous intensity.  You most certainly have wiring issues. 

Yellow would be a combination of red and green.
Pink, magenta, and violet would be a combination of red and blue.







Resistor Values

You need to balance the red and blue by luminous intensity and forward voltage . 

You then must reduce the green to the luminous intensity of the red and blue. 

Notice the red has a Vf of 2.2V and blue 3.4V 





Red has the least luminous intensity so run it at the max current of 20 mA. 

At 20 mA the red resistor should be about 150 Ω where intensity  ≈ 800 mcd

Blue has 900 mcd and should be reduced by about 11% from red.
At 18 mA the blue should have a resistor of about 90 Ω where intensity ≈ 800 mcd

Then green should be about 5 mA to drop the luminous intensity from 4000 mcd at 20 mA to 1000 mcd at 4-5 mA with a resistor of about 300 - 400 Ω intensity ≈ 800 mcd