I still didn't find out some basics. I know how to do a color correction for _1_ clip, but how can I select _all_ clips and do a color correction? A similar question is, how do I group clips? Imagine there are 1000 clips, and from the 2nd to the 999th clip a group should be created.

SHIFT + LMB drag to select clips to group, then RMB menu group clips or CTRL+G

To apply a CC 'effect' over multiple clips, apply it to one of them, then RMB copy, then select other clips and Paste, but use the paste effect option in the menu instead.

OR

For CC'ing all clips, you could add a color clip with RGB values 127,127,127 in the video track above your edit tracks, add a transition with Overlay blend mode, drag the transition width to suit your edit and then apply a SOP/SAT or similar CC 'effect' to the color clip instead of the individual movie clips, then keyframe the CC effect on the color clip over time.

An Adjustment Layer would be cool I guess.

Thanks a lot, drag is an solution, but isn't there a way to select a start clip and an end clip. I am missing Ctrl-A for all and select a clip with LMB, press Shift and select an end clip to select all clips between.

I second an adjustment layer. That's one feature that I really like about Blender.

Yes, used to use a Transform Strip with a CC on it for the same purpose but Peter kindly implemented the suggestion. :-)