I don’t get it.
If i put a Mesh circle in the scene, and i want him to appear black, it doesn’t seem to obey me.
Is that normal?
Yes, it is perfectly normal. You did not noticed, however when a mesh circle is created it has no faces. The rendered image shows the faces. If there is no face, nothing is shown (even if it has a material associated to it) 
If you want to render a mesh circle, I sugest you to create a mesh cylinder and delete the top faces (or the bottom faces). The result will be a mesh circle.
To avoid this situations, select the “draw faces” option in the editing window (F9).
A circle is a mesh without a face, therefore you won’t see a material on it. You can go into edit mode and use shift-F to creat e face, though it’s going to create a zig zag of triangles. This may or may not be important ot what you’re trying to do. If you want a circle with a vetex in the center then you can make a cylendar and remove all but one end of the vertices. You could also start with a curve circle for a solid circle.
Hope this helps,
Very helpful.
Thanks a lot.
One thing you can do with filling in a circle is extrude the verticies inward a bunch then remove the double creating a radial pattern. Can cause problems now and I don’t know if it still would if you decided to create an f-gon from that once 2.35 comes out.
When you select all vertices and press Shift+F you will get lots of triangles, but this is ok because if you select all the vertices again you can press alt+j to turn the triangles into polygons.
There’s no need to start with a cylinder, but if you want a center point then you will just need to extrude all the verts to the center and remove all doubles, or merge the center verts with alt+m.