JavaFX 8u40 b14. It looks to be a traversal problem caused by the fix of RT-39245 / RT-39246.

Steps to reproduce the problem:

1. Run an application including a ColorPicker
2. Open the color palette
3. Press Tab until "Custom Color ..." link is focused
4. Press Tab again

Exception in thread "JavaFX Application Thread" java.lang.StackOverflowError
at com.sun.javafx.scene.traversal.ParentTraversalEngine.getRoot(ParentTraversalEngine.java:54)
at com.sun.javafx.scene.traversal.TraversalEngine$EngineContext.getRoot(TraversalEngine.java:105)
at com.sun.javafx.scene.control.skin.ColorPalette$3.selectFirst(ColorPalette.java:347)
at com.sun.javafx.scene.traversal.TraversalEngine.selectFirst(TraversalEngine.java:71)
at com.sun.javafx.scene.traversal.TabOrderHelper.getFirstTargetNode(TabOrderHelper.java:203)
at com.sun.javafx.scene.traversal.ContainerTabOrder.selectFirst(ContainerTabOrder.java:62)
at com.sun.javafx.scene.traversal.TraversalEngine$BaseEngineContext.selectFirstInParent(TraversalEngine.java:150)
        ...