I don't know how similar the interior lighting is between the 2018 and 2015, but I'll tell you everything I did in case it helps! Also, I was looking to change colors too, so I am probably telling you more than you want/need to know here.
I replaced everything replaceable in my 2015 GLA (with Pano sunroof and compass/garage door mirror, those details change where and what the lights are, I think). I really like the amber ambient lighting so I took it further by going with
these amber bulbs in the footwells and in the rear reading lights (not so sure I like those so
very orange for rear reading lights). I then replaced the vanity mirror lights and the glove box light and the cargo area light with
these super bright white LEDs for when I need bright task lighting and a warm orange glow won't do.
The lights which shine down from the sunroof controls are
LEDs soldered to a circuit board (yes, that's a photo of mine and the tiny bubble is one of the LEDs). I would not suggest messing with them. But, they are LEDs already, so if you're just looking for LED everywhere you already have it there. Ditto on the lights in the Homelink mirror. I covered those with the
sticky stuff you get to cover turn signals in order to
get the amber-glow that I like.
I had no problem at all with any error codes and the bulbs all work great. Changing them in all locations except for the rear domes is super easy. Just figure out which side the bulb wiring comes in from (looking at the light when it is lit up helps make it obvious). Then, push the plastic cover over in that direction and pop it out on the other side with a trim removal tool. Replace the bulb and remember that LEDs are polarity-specific so if the bulb doesn't light up when you put it in, just take it out and flip it around to get the polarity right.
Changing the rear domes is a little trickier because you have to remove the grab handle bracket. I followed
this post by Spyder918, which provided great instructions and photos but I ended up
breaking off a little piece of trim when doing that (but you never see it unless the handle is down and then my passengers are probably too worried about how I'm cornering to care about a missing piece of trim!).
I hope this helps. It's a fun and cheap way to get a look and feel that's exactly the lighting and brightness you want. Good luck!