Actually stars have different colours depending on their temperature: hotter stars are blue and colder stars are red. They all look white because we only see a point of bright light, and our eyes cannot tell which colour it is, but if you look at them with a telescope you can see the colours.
arttu’s got it spot on here. Stars give off radiation in the form of electromagnetic waves, from ultraviolet all the way up to infra red. We can only detect the visible bit of the spectrum using our eyes alone and furtherstill, we cannot distinguish between the different colours when the light is so far away