If the way includes a name tag, it appears in cyan. Otherwise it is rendered in magenta.
Ways with the highway value of footway, path, or track appear in orange (regardless of the name attribute).
This was partly inspired by Mapzen's Targeted Editing Series which provides an interface to easily identify these ways and link to an OSM editor. In this spirit, if you zoom in past level 13, clicking on the map will provide links to both Mapzen and OpenStreetMap.
More articles about OpenStreetMap's road network: