in game border thing
Palette 1, color 9, and palette B, color 7 in the overworld palette editor. The first one changes the whole border, the second changes the area behind Mario (which needs to be changed, or it will be ugly) Make them both the same color.
Palette B color 7 is also the light shade used for Luigi's skin and the tips of green Yoshi's shoes. The default sprite tile used behind the border-bound Mario is 8x8 tile 7E in GFX10.bin (or 10FC0 in ALLGFX.bin).
In addition to what S.N.N. said, the last 8 indexes of palettes 0 and 1 are all border colors, with the exception of the light blue ones.
In addition to what S.N.N. said, the last 8 indexes of palettes 0 and 1 are all border colors, with the exception of the light blue ones.
Colors b,d,e,f in palette 0 are the shadow colors (if that's what you mean).