Learn Russian: Вчера я разговаривал с коллегой.

The preposition с (meaning "with") requires the Instrumental case. For nouns ending in -а, like коллега, the ending changes to -ой in the Instrumental case.

Is коллега a masculine or a feminine word?

It can be both! Коллега is a "common gender" noun. It refers to a male or female colleague depending on whom you are talking about. However, because its dictionary form ends in -а, it always takes the same endings as feminine nouns when changing cases, which is why it becomes коллегой here.

How do we know if the person saying this sentence is a man or a woman?

We know the speaker is male because the past tense verb разговаривал ends in -л. If a woman were speaking, she would use the feminine past tense ending -ла and say Вчера я разговаривала.

What is the difference between разговаривал and говорил?

While говорил generally means "spoke" or "talked," разговаривал specifically means "conversed" or "had a conversation." It is very commonly used with с (with) because it emphasizes a two-way interaction between people.