Why can't I paste § into a Minecraft command?
Solution 1:
You can actually set a color with the color-tag inside of the Name-tag by using a command like this:
/give @p diamond_sword{display:{Name:"{\"text\":\"Sword\",\"color\":\"dark_blue\"}"}}
Solution 2:
1.15 Update
Entering JSON text is now easier in 1.15 because NBT string tags can use single quotes '.
Instead of:
/give @s dirt{display:{Name:"[{\"text\":\"Earth\", \"color\":\"green\"}]"}}
Try:
/give @s dirt{display:{Name:'[{"text":"Earth","color":"green"}]'}}