This is a popular exam question. The orange colour is bromine. This is produced by the oxidation of the bromide ion by concentrated sulfuric acid, which is a strong oxidizing agent. We saw this reaction in experiment 2.7.2di.
In the early production of the bromoethane we see that it is contaminated by the orange bromine, although later it has all mysteriously disappeared. Bromine is quite a reactive element. We saw in experiment 1.7.2 that it reacts by substitution with alkanes in the presence of light and is decolorised.