Many often think Gone With the Wind or The Wizard of Oz are the first colored film, but those people would actually be wrong. The first colored film is often hotly debated, some say this or that or something else, which makes it hard to say which is actually the first colored film. Now, according to many resources, including IMDB, the first colored feature film is Cupid Angling, a film from 1918 that also happens to be silent. Now there were many other short films that were in color, so you could probably count those too.
In the end, what makes this a fun fact? Well, the fact that no one can ever seem to settle on the first colored film seems to be pretty fun to me.