I'm not sure if you mean filling your entire document so that either the Background or an entire Layer is filled with one color or if you mean that you want to pick a different color for the interface?
If you mean to fill the entire document, there are several approaches. I use Edit > Fill... often, but sometimes use the Paint Bucket Tool. Of course, you could have a Background or Back Layer filled completely while having a Front Layer obstructing it.
If you mean the color of the interface found under Preferences > Interface..., we can only choose from the four shades of gray. While a neutral gray is the strongest choice for color-related work, being able to set a custom swatch here could certainly be of use. Right now, it would be a feature request.