Return ColorIndex array

You could return an array the same size and shape as the range. And if you're learning VBA, a good habit to get into is to declare all variables, which you can enforce by adding Option Explicit at the top of every module. And I wouldn't choose variable names that are the same as VBA key words.

Function CellColor(r As Range) As XlColorIndex()
    Dim aCI()   As XlColorIndex
    Dim cell    As Excel.Range

    ReDim aCI(r.Row To r.Row + r.Rows.Count - 1, r.Column To r.Column + r.Columns.Count - 1)

    For Each cell In r
        aCI(cell.Row, cell.Column) = cell.Interior.ColorIndex
    Next

    CellColor = aCI
End Function