Colony Requirements:
1: Must be self-sustaining after being initially setup.
2: Must have healthy children born in the colony for more than 5 generations without technological or genetic augmentations.
These requirements are extremely steep for starting an off-Earth colony within our solar system. #1 requires a very balanced, closed loop ecosystem, which is difficult to do. #2 is very difficult just because of gravity restraints.
After seeing the screenshot image (blue sections of this image) I decided to do some research into what celestial bodies might be viable for colonization (white section of this image). It seems that no planets, asteroids, or moons can have a colony on their surface, yet floating cities on Venus and the gas giants (except Jupiter) is viable. However, many moons and asteroids can be converted into O'Neil Cylinders.
This takes for granted that we could build a floating city at 100kPa level on the gas giants and Venus as well as being able to build O'Neil Cylinders out of moons/asteroids and get the moon/asteroid to spin at 1g without flying apart. Getting them to spin at the right speed for 1g is the biggest hurdle.
Building O'Neil Cylinders that orbit the sun would be fairly easy, just costly. Those are at least well within our technological realm right now without much hand waving, magic, or "special material we almost have out of the lab".