Before I answer - whatever you do, get laser safety glasses appropriate for what you are thinking of getting.
Your first question is fairly simple, though double edged - There's not a lot of difference between colours in actual burning capability, but there is a huge difference between what is powerful and available at different colours (wavelengths).
For example, 445nm (blue) lasers are readily avaliable and can output a lot of power (1-7W), you won't find a green diode that can output more than 1W. Much more important for burning is focus - i.e. even a relatively low-power laser (e.g. 100mw) can burn some materials if focused to a narrow point.
Your second question on the other hand slightly worries me. Never use powerful lasers (class 2 or higher, i.e.) indoors without proper laser safey glasses. You should not entertain the fact of going blind - 100mw of Red and 100mw of Green will cause the same damage to a retina (unless the green is an IR unfiltered 532nm, in which case there is likely much more power being output in the invisible part of the spectrum)