Iron is a solid, grey metal. oxygen is a colorless gas. when iron and oxygen chemically combine , rust is made. rust has a reddish brown color. why does rust differ from iron and oxygen?

Because the formation of rust is a kind of chemistry reaction.
After chemistry reaction, compound with new properties is produced.
Of course, color is one of the new properties.
For example, if you put iron in colorless acid solution, a green solution is made.
This kind of chemisty reaction differs from physical reaction, for example, pigment with one color dissolves in liquid, a liquid with same color is made.

The chemical bubbles