Adjustment Brush

And a suggestion- you may prefer a different color for the Mask overlay.

And those 4 Custom Color (Presets) can be toggled through by [Shift + O].

You have options for showing the Overlay-

If you've chosen (say) a very strong positive Exposure value for your local adjustment - then what's seen in the screenshot may be simply the end result from your brushing. Going back into that same Mask and moving sliders around, will achieve a different local adjustment result wherever you have painted. 

While you are editing the mask (brushing and erasing, whatever) you would by default see a red overlay showing where you have brushed or erased. But this doesn't tell you whether you have chosen suitable image adjustments. So you can instead preview those - in which mode, the red brush overlay is hidden.

We toggle between these two view modes as we work: click Show Overlay checkbox / press O key to do so. Perhaps this has happened for you without realising.

On closing the Mask panel, the end result from the adjustments are seen regardless. 

You are conflating a overlay color with an edit.

The overlay, currently selected to the default red, just shows where the mask is, it does not color the image.