To customize the styling of the header, navigate to Customizer → Header → Main Header.
Here you can customize colors, fonts and the shopping cart icon.
Colors
NOTE: If you just updated the branding colors under Customizer → Branding → Colors, then you may need to publish the changes and refresh the browser for the color palette to be updated here:
Font
You can choose between two fonts in the main menu: the Main Font or the Heading Font. These are the fonts chose under Customizer → Branding → Typography.