You can change the colour of the blue icons and line in the CSS here:

/*Position and style the field icons*/

.ds-advent-4 .et_pb_newsletter_form p:nth-of-type(1):before,
.ds-advent-4 .et_pb_newsletter_form p:nth-of-type(2):before {
    font-family: 'ETModules';
    font-size: 1.8em;
    position: absolute;
    left: 0;
    color: #0C71C3;
    border-right: 2px solid #0C71C3;
    padding: .45em .35em;
}

You can change the icons used in the CSS here:

/*Add the name icon*/

.ds-advent-4 .et_pb_newsletter_form p:nth-of-type(1):before {
    content: '\e08a';
}


/*Add the email icon*/

.ds-advent-4 .et_pb_newsletter_form p:nth-of-type(2):before {
    content: '\e076';
}

If you are a member of the Divi Academy Membership Club, a full list of the ETModules icon font codes can be found here: ETModules Icon Font Cheat Sheet