Materials are Resources. Resources are shared by default. You’ll need to make them unique doing one of the following:
Right click over it in the inspector and click on Make Unique
Enable Local to Scene in the Resource. This will make unique the resource when instantiating the scene (if the resource is shared between nodes in the same scene the copies won’t be made unique)
var instance = load("res://scenes/path_follow_3d.tscn").instantiate()
var mess:CapsuleMesh = instance.get_children()[0].get_mesh()
var material = mess.surface_get_material(0)
# Duplicate the material
material = material.duplicate()
material.albedo_color = Color(RandomNumberGenerator.new().randf_range(0.0,1), 0, 0)
mess.surface_set_material(0, material)
instance.get_children()[0].set_mesh(mess)
$Path3D.add_child(instance)