One issue may be that different LED colors require different voltages and may produce different brightness levels from the same current as your stock LEDs. I know Ducky keyboards come in a variety of colors, so maybe the electronics can handle the differences or maybe you would have to change some resistors as well as the LEDs.
In principle, it doesn't seam like it would be that hard but unless you know what you are doing, I would recommend leaving it alone.
edit: looks like Dragon already stated this.
If you do decide to goahead and you don't already have some experience, I recommend getting a soldering project kit to learn some basic soldering and desoldering skills on first. I know from experience you can desolder surface mount resistors with a single iron and some soldering wick, but it is a pain. An alternative is to just break the resistor into two and lift each part out separately. As I already stated, if you don't know what you are doing, it is easy to break something.
