the colors of the harness you bought should match up with the harness that plugs into the back of the sony. red to red, yellow to yellow.....and so on. there should not be any crazy color combos like pink with a brown stripe.
purple, white, gray and green are usually speakers wires. the positive speaker wire will be a solid color and the negative will have a black stripe.
red, yellow are power and black is ground.
blue is used for a remote turn on lead for an external amp.
orange is usually used for a dimmer but 9 times out of 10 people do not hook it up because it can be a pain in the butt and rarely dim their radio anyway....