It is very simple with colorama, just do this:
import colorama
from colorama import Fore, Style
print(Fore.BLUE + "Hello World")
And here is the running result in Python3 REPL:
And call this to reset the color settings:
print(Style.RESET_ALL)
To avoid printing an empty line write this:
print(f"{Fore.BLUE}Hello World{Style.RESET_ALL}")