OpenLayers applies class names and IDs to most every HTML element it creates, so customizing your map's UI is quite easy once we know how it generates class names and IDs. Before we talk about how to override styles though, we need to know where the style files themselves are.
In OpenLayers, themes are used to control the appearance of your UI elements. A theme is comprised of a CSS file and any related user interface images. OpenLayers applies a lot of styles to your map by default, using a theme called default. Creating your own theme is easy though.
If you want to create custom UI styles for your map, you'll essentially need to either create a 'theme folder' which will contain a CSS file and images for your UI controls to use (e.g., pan arrow images), or manually overwrite certain default styles. The theme folder can be anywhere you'd like, just keep in mind what its path is when referencing it in your HTML file.
To use your own theme, you...