I'm trying without success to use an enumeration with circled numbers but with different colors for each item:

Could you help me please?
This is something that creates such colored lists. Ultimately you probably want to combine this with enumitem, but as you do not provide any code, here is a very basic version.
\documentclass{article}
\usepackage{circledsteps}
\usepackage{pgf}
\pgfkeys{/csteps/enumerate colors/.initial={"red","green!70!black","blue","orange","cyan",
"magenta","teal","purple"}}
\renewcommand{\labelenumi}{%
\pgfmathtruncatemacro{\mydim}{dim({\pgfkeysvalueof{/csteps/enumerate colors}})}%
\ifnum\value{enumi}>\mydim
\textsf{\arabic{enumi}}%
\else
\pgfmathsetmacro{\mycolor}{{\pgfkeysvalueof{/csteps/enumerate colors}}[\value{enumi}-1]}%
\Circled[inner color=white,fill color=\mycolor,outer color=\mycolor]{\textsf{\arabic{enumi}}}%
\fi}
\begin{document}
\begin{enumerate}
\item text
\item text
\item text
\item text
\end{enumerate}
\end{document}
The colors are stored in the key /csteps/enumerate colors.
You have to define the colors, as shown in the MWE. If you exceed 9 enumeration items, you will exceed the circle (bullet) diameter.
\documentclass{article}
\usepackage{stackengine,xcolor,enumitem}
\newcommand\circnum[1]{\stackinset{c}{}{c}{.1ex}{\small\textcolor{white}{#1}}%
{\abovebaseline[-.7ex]{\Huge\textcolor{\csname colenum#1\endcsname}{$\bullet$}}}}
\csdef{colenum1}{red}
\csdef{colenum2}{blue}
\csdef{colenum3}{cyan}
\csdef{colenum4}{orange}
\csdef{colenum5}{green!70!black}
\begin{document}
\begin{enumerate}[label=\protect\circnum{\theenumi}]
\item first
\item next
\item third
\item fourth
\item last
\end{enumerate}
\end{document}