To select the range from O2 to the last filled cell in that column, you could use:
Range("O2", Range("O2").End(xlDown)).Select
But that has a few problems, including the fact that it will "stop" at any blanks, and that you should avoid using Select unless absolutely necessary. Also, you should get in the habit of qualifying your ranges, e.g., specifying which worksheet they're in. Given all that, I propose something like this, assuming you wanted to turn the cells in the range red:
Sub test()
Dim LastRow As Long
Dim ws As Excel.Worksheet
Set ws = ActiveSheet
With ws
LastRow = .Range("O" & .Rows.Count).End(xlUp).Row
.Range("O2:O" & LastRow).Interior.Color = vbRed
End With
End Sub