Would it be possible to change the colour of shadows only in Blender? (obviously in blender:D)
What exactly do you mean? Shadow colour is normally determined by ambient light (all the light that comes from somewhere other than the main light source.)
So, if you have only a white spot lamp lighting the subject and casting a shadow onto a white plane, you’d normally get a black shadow. But if you add a non-shadow lamp above the scene and set it to a low energy and blue colour, you’ll get blue shadows. The combined colours of each lamp determine the colour of the lit areas and you may need to take some blue out of the main lamp to compensate for the blue added by the secondary lamp.
Actually, being able to control the shadow color can be very important in order to get the exact look you want, especially if you’re not trying to simulate reality. The more direct control the better. You probably have to use render layers.
If you’re going for something more natural, though, I would do what AndyD suggests. However, that technique will require some deeper knowledge of colors and how they work together.