It's possible that a gray appearance got applied to all of the parts on the assembly level. If that is the case there are a couple things you can try. Go to the appearances tab and change the sort order to Heirarchy. If there are any appearances listed under "Components" then delete those appearances.
Also you could try to right click on a part, then expand the appearances button, then at the bottom click "Remove All Component Appearances...". That might set the appearance back to the color that is in the part file.