If you draw a second line of a different color directly on top of the first line, it will change the same pixels to the new color. When you draw a line, it changes the color of the pixels on that line to the color that you selected. The biggest problem is that Paint is nothing more than a bitmap editor. Many people use it to draw diagrams that they send me and the diagrams are so bad that they're essentially useless.
MS Paint is the weakest of any of the programs of its type, as far as I know. From my experience, it appears that few people know that there are better image editing and drawing programs than Microsoft's Paint.