If you have well water it is because you may have sulphur in it. We had a well when i was growing up and the sulphur would turn our naturally auburn hair orange. We had to wash our hair in spring water bought in jugs.
The most likely cause of an orange discoloration of water is rust. The rust may be in the water mains, your building's pipes or your hot water heater. Regardless, it is not a health hazard - the only problem is aesthetic.
