As a frum woman I understand what tznius is but what I don’t understand is the issue of denim vs. wool, or something dark pink vs. black or blue. Tznius, is not exposing parts of one’s body that should be covered. Tzninus is how one conducts oneself, then why is wearing a denim skirt not tzinus to some members of the frum community?
Your question is correct in a halachic sense–meaning that halachically speaking, there is really no difference between a denim skirt or a skirt made of any other material, provided it covers the covered areas of the body, and as long as it is not especially tight, as prescribed by halachah. The reason why some women consider denim not “tznius” is because of a generally unwritten (though you’ll find it in the mandatory standards of some girls’ schools) social consensus, which wishes to set the frum (usually, chareidi) community aside from others not only by halachic modesty, but also by the style of clothes worn. Some of the issues involved as quite subtle (for example, a skirt mustn’t be too short, but shouldn’t be too long, either!), but the general trend is fairly conservative (though of course, even ‘conservative’ trends leave plenty of scope for fashion, of which there’s no shortage), placing emphasis on respectful (and not only modest) dress. Pink is generally not preferred for adult clothing, because of a Talmudic statement that sees red clothing as immodest, due to its attracting attention.
I would advice consultation with a lady who’s mode savvy in the matter than I. Best of luck.