Wool dyes?

There are only two other dyes that are naturally occurring, which are lapis lazuli/blue dye, you find it by mining, and bonemeal/white dye, which is gotten by crafting bones. Red and green dyes can only be obtained after the nether reactor is constructed and used, red by baking red mushrooms and green by baking cactus blocks. From there, you combine the dyes to get other colors like cyan, purple, orange, etc.