Use FlxSprite.makeGraphic() to create a FlxSprite of a solid color.

// sprite's graphic will be made into a 128px by 64px solid red rectangle
sprite.makeGraphic(128, 64, FlxColor.RED);

Demonstration

package;

import flixel.FlxG;
import flixel.FlxSprite;
import flixel.FlxState;
import flixel.util.FlxColor;

class PlayState extends FlxState
{
	override function create()
	{
		super.create();
		
		var sprite = new FlxSprite();
		sprite.makeGraphic(128, 64, FlxColor.RED);
		sprite.screenCenter();
		add(sprite);
	}
}