That question is best asked on the forums of the manufacturer of your card (ASUS, XFX, etc...).
If you have a Sapphire RX 590 you can change the Color by using Sapphire's own Trixx software: https://www.sapphiretech.com/en/consumer/pulse-rx-590-8g-g5
If you don't have a Sapphire then need to check if the Manufacturer of your GPU Card has a RGB Software similar to Nitro Glow (Trixx) for your RX 590.
I have the TRIXX software, but it only changes the color of the letters "SAPPHIRE". The color of the fans does not change.
According to the box, the color of the fans is fixed blue, but mine doesn't look blue.
I suggest you open a Sapphire Support ticket and see if they installed the wrong colored fans on your GPU card.