To make this a little clearer I attached a sample project demonstrating how you can change the color of the GridView header. In the example I change only the GridView_HeaderBackGround and GridView_HeaderRowBackGround brushes. Which are located in the Telerik.Windows.Controls.GridView.xaml file in the Themes folder. Please keep in mind that if you need to change the color of other parts of the GridView you will need to check the Styles and TemplatesGridView section mentioned above.
I hope this helps.
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