On some books, I've noticed that they have colors on the edges of the pages. For instance, on my Tikkun:
And on a G'mara (part of the Talmud):
What is the point of these colors? Are they only found on religious books?
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This is actually fairly common and has no real significance. It's a purely decorative process called edge painting (or fore-edge painting) because it's color painted on the fore-edge of the book (go figure).
It's common on religious texts, but that's only because religious texts simply tend to be better made and better decorated. It's quite general, though.