Nope, can't find any color screenshots earlier than 1993. But WorldWideWeb.app would have run just fine on the NextStation Color, and NeXT machines elegantly provided a path to color from the very beginning, even when in monochrome. I don't know if pre-1993 links were gray or blue, but one would have thought the author would have bothered to investigate what color the links were. My money is on blue. I'll bet Tim could say for sure.
EDIT: as of 1991 (the earliest known code), it was still a black underline in the code. See line 640 of
https://github.com/cynthia/WorldWideWeb/blob/master/NextStep...
As of March 1991 he was contemplating providing color underlines, see line 61 here:
https://github.com/cynthia/WorldWideWeb/blob/master/NextStep...
Clearly it changed between 1991 and 1993 but I don't know when. Money still on WorldWideWeb.app being the first blue link application.