Open a New Message window in Mail. Then select Show Fonts from the Format menu.
In the Fonts screen, click the button for Document Color; a clor selection window will open. In that, choose the color you want for background.
Note - if you do this before entering any text in the New Message, you can save it as a Stationery item, which means you can select it from the Stationery menu in the future, saving many steps.