Looking at your screenshot, I think it may be because you have your color settings to "Grayscale Slider". If you are working on this image for the web you can change the color settings to "RGB Slider" or "CMYK Slider", for example. Basically, as long as you have it set on "Grayscale Slider" you will only get grayscale colors.
You can change this setting by clicking the dropdown in the Color tab in the upper right side of your screen. See image below. Let me know if this helps.
