Some leather has a waxy surface on it when you get it.
Fiebings Dye Prep will clean the surface, remove the wax, and break down the surface so that it will absorb the dye better. Rub it down well with the die prep on a paper towel and then start dying while it is still wet with dye prep.
Also, if you dilute your dye with denatured alcohol, it will go on lighter and penetrate better. It may be too light with one coat, so you just put on additional coats untill it is the color you wnat. Remember that it will darken when you apply oil later anyway.
I do work with just about any color, including red, blue, and even white. I know what you are saying about them all coming out black. Mine used to as well, untill I started deluting it about 50-50 with the alcohol. The dye prep I usually only use on either really light colors, or hides that have an obvious and uncooperative waxy surface.
There are some hides that don't even want to take black well. The dye prep and multiple coats of alcohol diluted dye will make it penetrate well.
With too much alchohol, you may get a little bit of leather drying. Neatsfoot oil will take care of that quickly.