Colors of Type Ia supernovae (SNe Ia) in the first few days after explosion provide a potential discriminant between different models. In this paper, we present g-r colors of 65 SNe Ia discovered within 5d from first light by the Zwicky Transient Facility in 2018, a sample that is about three times larger than that in the literature. We find that g-r colors are intrinsically rather homogeneous at early phases, with about half of the dispersion attributable to photometric uncertainties ({sigma}_noise_~{sigma}_int_~0.18mag). Colors are nearly constant starting from 6 days after first light (g-r~-0.15mag), while the time evolution at earlier epochs is characterized by a continuous range of slopes, from events rapidly transitioning from redder to bluer colors (slope of ~-0.25mag/day) to events with a flatter evolution. The continuum in the slope distribution is in good agreement both with models requiring some amount of ^56^Ni mixed in the outermost regions of the ejecta and with "double-detonation" models having thin helium layers (M_He_=0.01M_{sun}_) and varying carbon-oxygen core masses. At the same time, six events show evidence for a distinctive "red bump" signature predicted by double-detonation models with larger helium masses. We finally identify a significant correlation between the early-time g-r slopes and supernova brightness, with brighter events associated to flatter color evolution (p-value=0.006). The distribution of slopes, however, is consistent with being drawn from a single population, with no evidence for two components as claimed in the literature based on B-V colors.