This is a real problem in night photography. The color balance isn't easy to set, if the sky dark or polluated by artificial lights (orange sky), or if the sky has still the orange hues of twilight. So, it is recommanded to work in RAW mode (a RAW format in which the white balance will be choose when the picture file will be developed like a film).

Then, many settings must be choosed:
1. RAW White Balance (above, on the left): first, you choose the color temperature. THe higher it is (6000° C for example), the redder the picture will be. A cold temperature (2000° C for example) correspond to blue hues. Then the tint. This last setting changes the global tint of the picture. Many tries are needed to master this setting. Personally, I set at 3950° C and 0 for the tint for night photo and 4500° C and 0 for the tint for photo taken at twilight.
2. RGB White Balance (above, on the right): if you process JPG files, a white balance has ever been choose by the digital camera. But you'll be able to modify the picture by warming (Warm, the photo will be bluer) or cooling (Cooler, the photo will be redder) the color temperature. You can also use the pipette (White balance tool) to select an area supposed to be white. But it's not evident to find such a white area in astronomy photos.
3. Exposure Compensation: this setting allow to underexposure or overexposure a photo. It's not really useful in astrophotography. It's better to do that with a photo software (Photoshop for example) once the photo processed. But the Highlight recovery option allow, for a RAW file only, to recover details in area otherwise overexposed in JPG.

Let's test if efficiency.

On the right, differents color temperatures have been set for RAW files. This is a question of taste. Personally, I like bluish sky backgrounds.

On the right: RAW file developed at different color temperatures.
Canon 350D + Sigma 18-50 at 18 mm open at 2.8 on a tripod. 30 s at 800 ASA.

Modify the tint is hard. I never know what it will look like before modification. For this picture, a modification of the tint is the only way to have a blue sky.

On the right: RAW file developed at different tints.
Canon 350D + Sigma 70-300 at 300 mm open at 5.6 on a tripod. 1.3 s at 400 ASA.