The LED light on Winston indicates its status. Here are the meanings: 

Winston is starting up, such as when you first plug it in or when it reboots
Alternating Green and BlueWinston is downloading a new firmware update and will restart shortly. Please note that Winston will likely return to a pulsing purple state for a few seconds before restarting. 
AmberThe WAN port is not receiving signal (Winston has no internet connection). Check your connection to your modem.
Pulsing PurpleWinston is running normally
RedA critical Winston software service is down. Please unplug Winston and plug it back in. If the red light persists, please contact Winston Privacy for assistance.

Note: Upon just turning on, Winston may take a few seconds to display a color (usually green at first) - this is normal!