Where can I find a legend that explains what those color-coded entries mean?

Some reports have a little triangle icon, which is used to convey contextual information about the data in that report. Simply hover over this icon to reveal a tooltip with the information. In the Access Log, the little visual clue can be hovered to access the legend that explains how to read the color-coded entries.

You can also customize the colors under Settings > Reports. Please check this article to learn more about this feature.