Really upset with colts behaviour - never done this before :-(?

My first guess is that it's not the color of the jacket, but the noise that jackets make when you walk. If he is only 9 months old, he might not have seen a jacket before and didn't understand why you were suddenly making funny noises. Also, if your jacket was making noise when you were trying to put the blanket on, that might have been 'scary' for him. So, he might be a little wary because you were not making noise, then you did, then you didn't.