can't change color of object

Hello everybody!
I’m new here and I’m beginner. I created a character by makehuman, imported it and put texture on it. Afterwards I selected faces on the characters head, dublicated it (shift+d) and pulled it aside (like a cap). I created a haircut and in the end I wanted to make the hair brown, but not only the haircut changed the color also the character did. So it seems that there is a kind of relationship. I even tried selecting the two objects and then pressing p to seperate, but it is just not working. How can I color this both objects seperatly? English is not my mother tongue language, so hopefully you understand what I mean. thanks in advance. Anja1976

They two objects are using the same material so if you change the material settings on one object it will change the same for all the other faces using that same material

In the material panel, notice the number next to the material name. That is the number of objects that use that material. Mouse click on the number to make it a single user just to the currently selected object. You can then change the material and it will not change anywhere else until you add the material to another object