Good for you for working to have your daughter grow up without any bias about skin color or other physical and mental attributes. The sort of awareness she is showing appears around 3 or 4 years in most children, white and non-white alike. Sometimes, they will even comment negatively about their own skin.
It is a tribute to you and your relationship with her that she is willing to admit this to you, and it is important that you not scold her for such remarks. If you do, she will probably just stop telling you how she feels but not necessarily change her feelings right away. If she has positive experiences with children of other ethnic groups both at school and at home, she will gradually shed such feelings.
Try to arrange play sessions for her with just one child with different skin color, preferably in your own home. That sort of contact is conducive to the establishment of friendship, which is your goal. And don't forget that the example you set in your own social contacts will mean more than anything you might say to her on the subject.
Our parenting advice is given as suggestions only. We recommend you also consult your healthcare provider, and urge you to contact them immediately if your question is urgent or about a medical condition.