Note that the white comes from the same resource as your highlighted first cell, so this will be affected as well.
Try this :
<DataGrid.Resources>
<SolidColorBrush x:Key="{x:Static SystemColors.HighlightBrushKey}" Color="Orange"/>
<SolidColorBrush x:Key="{x:Static SystemColors.HighlightTextBrushKey}" Color="Black"/>
</DataGrid.Resources>