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Go into your theme's theme/[mytheme]/style.css document. FInd a: tags (usually near the top).
You may or may not have a definition for visited links. This is defined by: a:visited. You can add/change it. Note that all links that are not visited are defined by the "a" tag, therefore if you're wanting to change what it looks like when it's NOT visited, then change the "a" tag.
Here is an example of a visited link line in CSS document:
a:visited {color : #00ff00 ; }