How do I play this game?
The in game tutorial does a decent job of familiarizing you to controls and some basic move interactions.
This video tutorial made by the community also does a great job explaining the system mechanics in greater detail along with giving a general feel of the game if you're on the fence about picking it up.
How do I unlock the colors?
All colors are now automatically unlocked after the patch that introduced the 3 new characters. Very convenient as you don't have to grind for them anymore.
How to find advice or other players?
There is also a subreddit with posts of combo videos and what not.
There is also a Japanese wiki with some extra info and combos that may not be listed here.
Are there any match video playlists?
There's this one here