In the beginning of the movie, the big fish knocks out Marlin with his tial. When Marlin wakes up, he goes down and finds one egg left that the big fish hasn't eaten-Nemo. When he picks the egg up, look at the color of his fins, they are white. In the rest of the movie, his fins are never white, they are always orange.
I think it's because when it shows Marlin's fins holding Nemo it's showing the back of them, which are white. During the rest of the movie you can't see the back of his fins.