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If you are new to shooting raw and using Lightroom to process your raw photos you've probably witnessed the appearance of your newly imported photos undergo a change in color and contrast. This can be disconcerting to at first, but there is a simple explanation.
When you take a photo in raw mode, your camera uses all the in-camera settings to create a JPG preview of that shot. This preview is what you see on the back of the LCD screen. That same preview is also embedded into the raw file and it is what you see when you first view the thumbnails from that shoot. In other words, prior to importing (and shortly thereafter), you are seeing your camera's interpretation of the raw data based on the settings you made (or the defaults) in your camera. If you cranked up the saturation and contrast in-camera, then the preview you see will be very saturated and contrasty. Same thing goes if you use some form of in-camera picture style.
The problem is that Lightroom is oblivious to these in-camera style settings. After the files have been imported, Lightroom replaces those JPG preview placeholders with its own interpretation of the raw data. So, using either the Lightroom defaults for that camera model or any Develop presets you applied during import, Lightroom renders its own preview, and it is this interpretation of your raw data that will serve as the starting point for any further processing you do in Lightroom.
If you like the look of the in-camera JPG preview you can either switch to shooting JPEG and stick to letting the camera do the processing (but lose the benefits of shooting raw), or you can create your own Develop preset that attempts to mimic your preferred in-camera settings and then apply that preset via the Import dialog—or after import if you want to be more selective.
Check out inside-lightroom.com for the most comprehensive resource devoted entirely to Lightroom Develop presets.