If your camera has a 'white balance control' it can generally be set to auto, exterior, tungsten or manual.
While our eyes adjust naturally to changes in colour during the day, the camera can't adjust so easily. In order to avoid filming scenes with strange colour casts we need to tell the camera what colour the scene is.
manual setting
The reason you 'set your White Balance' is to avoid your actor having a blue face in one shot and an orange face in the next. The theory is that if your white is always the same, then all the other colours will stay the same as well.
To set your white balance hold a piece of white paper where your subject will be, zoom in so white fills the screen and set the white balance using the relevant control (check your manual).
Daylight & Tungsten Presets
If you have no time to set a manual white balance then use these fixed colour settings, usually indicated by a sun and lightbulb icon. They may also be useful when the colours are changing all the time such as on a music stage.
Windy bright days
Conditions like these can be problematic: one minute your subjects are bathed in striking sunlight, the next they are flat, blue and dull. There's no easy answer! Not only do you have exposure problems (and wind noise on your microphone) but also potential white balance shenanigans! Possibly a good time for your auto white balance!
Once you have perfected white balance, your scenes can start to look boringly similar. Understand it, master it, and then use it creatively. We can use colour to inform the emotional content of the scene; classically that would be: warm firelight hues for your romance scene, and cold minimalist blues for the tragic rejection.
Still from the film 'Six Hours of Daylight'