I have reduced my problem to this short document:
\documentclass{scrartcl}
\usepackage{xcolor}
\usepackage[nochapters]{classicthesis}
\begin{document}
Consideriamo un esempio.
\marginpar{nota}
\end{document}
which, in my installation, produces the following error:
! Package xcolor Error: Undefined color `Black'.
Cannot understand how to fix this. Here is the complete log: https://drive.google.com/open?id=0BwkxkVFUbSmjM2hCQm8zMUZsLTA