See the article in the Catholic Encyclopaedia.

  In the earliest centuries all vestments were white – the white of baptismal purity and of the robes worn by the armies of the redeemed in the Apocalypse, washed white in the blood of the Lamb. As the Church grew secure enough to be able to plan her liturgy, she began to use colour so that our sense of sight could deepen our experience of the mysteries of salvation, just as incense recruits our sense of smell and music that of hearing. Over the centuries various schemes of colour for feasts and seasons were worked out, and it is only as late as the 19th century that they were harmonized into their present form.