By the gods, Caesar! You can't just ask why a legionary is Black!

Explanation: In the Historia Augusta, itself far from a reliable source, the Emperor Septimius Severus is surprised by the sudden appearance of a Black ('Aethiops', the general Roman term for Sub-Saharan Africans) legionary during his campaign in Britain. As the story goes, the Black soldier, known as something of a gadfly in his unit, one day hops up and presents a cypress laurel to the Emperor, saying "You have become all things, Emperor, now become a god!"

Black is traditionally the color of death to Romans (modern Western culture often associates ghosts with the color white; Romans believed the deceased returned as shades, thus, black), cypress is associated with death due to some mythological connections with the gods, and becoming a god is... well, what Roman Emperors were often granted... after dying. As the Romans were immensely fond of omens - and everything could be an omen, from seeing a certain number of birds, to tripping at an inopportune time, to being greeted by someone unexpectedly quickly; this triple threat spooked Severus, and convinced him that he was going to die soon.

Now, while possible, the Historia Augusta is written by an anonymous author long after the fact, being filled with stories that are dubious or outright untrue. The story is far from impossible - Roman soldiery were accustomed to a certain level of familiarity with Emperors while on campaign, and while freedom of speech was never a reality in terms of rights, there is widespread evidence that, before most restrained Emperors, ordinary citizens felt free enough of the fear of immediate punishment to make jokes that might be considered a touch 'edgy'. Sub-Saharan Africans were both common enough in the Empire to be a common subject in art and discussion, and yet rare enough that seeing one all the way up in the far-off frozen frontier of Britannia, even on campaign, might be notable.

Funny enough, Severus himself was a North African, and seen in contemporary depictions as considerably darker than his Syrian wife and mixed-race sons. North Africans (or more specifically, Berber peoples from whom Severus was partly descended) were themselves seen as distinct in terms of phenotype and hair texture from European peoples. While the story is possible, as Romans (Severus included) likely would not have included both Severus and the Aethiopian soldier in the same racial category, many people in the modern day would probably place them both as phenotypically Black.

Race is a social construct, and a very curious thing!