As is the case in JMP there is more than one way to do this, here are a few that I know of:
1. Try putting your grouping category in both the overlay and the color options and see if you get what you want. Note, if you are using lines then you may have to add "points". If you open the big class sample data:
Y = height
X = age
select the line
overlay = sex
color = sex
right click, add points
on the left under points change summary statistic to mean
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2. Double click on the legend to bring up legend settings. Click on the line or marker to change them.
3. Right click (in any plot) and select "customize", there you will find options for line colors, maker colors, marker shapes, etc.