Hi S. -
I am bi-racial (black/white), my son's father is Dominican. Our family has every shade of skin imaginable. While my son is not old enough to remark (or even notice) differences, I expect it to be quite a learning lesson.
Skin color is such a sensitive issue, but from the mouths of babes no one should take offense. I can't imagine being offended if a child innocently points out a "chocolate" person. As a teen, I remember babysitting for a 3 year old who asked me why my skin was brown. His mother was mortified, but he wasn't being malicious or hateful, so I wasn't wounded. His words would have a different connotation if your son were pointing out the skin was burnt or the color of poop. Who doesn't love chocolate!? :)
I think the most important lesson you can teach your son is that all colors of skin are beautiful, and that people are people no matter the skin they're in. People aren't going to judge you based on your son's words, but they will form an opinion based on your reaction. In that situation I would say something like "Yes, she has brown skin. Remember we learned that people have different skin colors but everyone is the same inside." and then thank the person and say goodbye. Don't be embarrassed or ashamed or feel like your child has offended them. That will teach your son that there is something wrong or he has done something wrong, which (in my opinion) isn't the case.
How wonderful that you have him in a diverse learning environment! And how wonderful that he has friends from different backgrounds. That's a great start in changing the world for the better - I hope he keeps his broad acceptance of people after he's grown and has been influenced by the rest of the world.