You can change the font type, size and the font style of an hyperlink in your Notezilla sticky note.
Select the hyperlink, right click to access the text- formatting menu where you have the above mentioned options.
Here is a short descriptive video about the hyperlinks feature of Notezilla :
Currently, color cannot be changed for hyperlinks.
Thanks for asking. I will take note of this request and implement it in future versions. Cannot commit any dates right now.