I understand(I think) the mass and density aspect, i.e. the more protons you have, the more the element weighs, also the denser the atom is. What about everything else(color, for example)? Elements are not just masses and densities.
Unfortunately, I have to disagree with trb456's answer. It is both the protons and the electrons that make up chemistry. (Neutrons are considered massive "spectators" though they are what keep protons (all + charged) together)
Bonds are formed due to the attraction of electrons and protons. (cf. Slater, Bader, et al.) (The precise shape and nature of the electron density is additionally determined by constraints such as Pauli Exclusion and electron-electron repulsion.)
So if you think about it, there is a very complex interplay upon mixing electrons up with protons. More positive charge in the nucleus tends to keep electrons drawn tight, but in some ways that is counter-balanced by electron-electron repulsion--and the fact that electrons are attacted to other nuclei as well.
So although we ascribe color ("electronic transitions") and reactivity to electrons, this is only part of the story. The protons are also there, and they provide some governance (via Coulombic interaction) over what electrons are permitted to do.
It's not the protons, it's the electrons. Electrons are the main determinant of chemical bonding, and it is the bonding of differing atoms that creates the huge variety of chemical properties.
For example, the color of molecules often is driven by the transition elements, starting at atomic number 21. These metals have the ability to obtain many different oxidation states; i.e. ways to share elections with other atoms that create a certain implied positive charge, and those differing positive charges produce different colors because of the different wavelengths of light that the molecule can absorb.
A really nice video on this comes from the old Chem Study series. The specific topic is the element vanadium, but they also discuss transition elements generally, complete with a big period table of actual substances. Here is a link: Chem Study Vanadium