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Right now I can only use the blue Trinity marks, but I have seen other colours around - white ones and red ones, for example.
What do I have to do to be able to use them? Is it related to story progression? Or do I have to make sure I do something specific, like buy a certain thing, or reach a certain character level?
The Trinity Marks are learned at certain parts in the game. I'll list them here
Your first fight with Riku in Hallow Bastion
White is not required to complete the game, but all of them should be obtained throughout the game just by completing the story.
Refer to: http://www.supercheats.com/guides/kingdom-hearts/trinity-marks/
Red - Obtained after sealing Deep Jungle
Green - Obtained after sealing Agrabah
Yellow - Obtained by winning the Hercules Cup
White - Obtained by defeat a boss for the first time in Hollow Bastion
Red and Green you'll have to use to progress the story. White you'll also get automatically at some point, but you don't technically have to ever use it. Yellow is completely optional/missable.
If you are seeking 100%, I suggest the walkthrough since some are missable.
