Set your white balance. Put simply, the human eye automatically compensates for different kinds of lighting; white looks white to us in almost any lighting. A digital camera compensates for this by shifting the colors certain ways.
For example, under tungsten (incandescent) lighting, it will shift the colors towards blue to compensate for the redness of this lighting. The white balance is one of the most critical and underused settings on modern cameras. Learn how to set it, and what the various settings mean. If you are not under artificial light, the “Shade” (or “Cloudy”) setting is a good bet in most circumstances; it makes for very warm-looking colors. If it comes out too red, it’s very easy to correct it in software later on. “Auto”, the default for most cameras, sometimes does a good job, but also sometimes results in colors which are a little too cold.