@Riccardo: Which version of WordPress are you using it. There is changes in Color Picker from Farbtastic Color Picker to Iris Color Picker. It’s mentioned in change log. I see there is small issue in default color for Primary menu color but you can use the color picket to change that.
There is background color options in “Appearance => Theme Options => Color Options = Site Color Options”. From there you can change “Content Background Color (Which will link to Default WordPress Background section), Header Background Color, Content Background Color, Footer Background Color” and for the site background color, we always use default from WordPress.