Well apparently this answer is easier to find than the crossing-the-road feathered animal.
The orange came first!
I’m talking about the fruit, I mean.
Oranges originated from Asia, but people in Europe were not exposed to such a fruit.
People living in those parts of the world during that time simply referred to the colour as yellow-red.
(Would they have called green blue-yellow if the word green didn’t exist?)
In 1500s, merchants introduced oranges and orange trees to Europe from Asia.
When the markets started selling them and it was made widely available to the public, people started naming the colour after the oranges.
The source of the name though, is a little trickier. Supposedly it’s from the Old French language orenge, but the Sanskrit for ‘orange tree’ is nāranga, borrowed from the Persian nārang and Arabic nāranj. Maybe the name simply evolved throughout the languages and regions.
Easier to decipher than the ‘where did the egg come from?’ trivia anyway.