The first night we camped in Colorado was up near Wilkerson Pass. We camped in the National Forest there, in a dispersed campsite. Which means you are not in an official camp ground, but are able to camp where ever there is an existing fire ring.
Dispersed camping is my personal favorite way to camp, but keep in mind there is not bathroom, no running water, no electrical hook up. You need to pack in all that you need and make sure you pack out all your trash.
That first night under the big sky in Colorado, what can I say? Wow! I do believe the bible says it best in Psalm 19:1 Heavens declare the glory of God, and the sky above proclaims his handiwork. I truly can not believe the number of stars you can seen as you look up with no light pollution.
Our first night out in Colorado was a bit cold, I have to admit, we did not have the right sleeping bags, and because it had been a dry year, we were under a fire ban, thus not allowed to have a fire. But we made it through, at sunrise, Braemer my faithful early riser was up and wanting to explore the local Antelope!