Blue Mode: the path is visible but not active
Red Mode: the path is visible and active. Click on the path in the paths dialogue to make it active.
You cannot directly fill a path. You need to make a selection from the path, then fill the selection. The pixels within the selection then have their colour changed. Altering the path does not change any pixels.
Here is some info on paths:
https://www.gimp-forum.net/Thread-Working-with-PathsThere are some very useful path tools here:
http://gimp-path-tools.sourceforge.net/tools.shtml