The following content is extracted from gruvbox.vim. It indicates that green and yellow have been set for different levels of markdown header. However, I can not see the difference from the above picture.
hi! link markdownH1 GruvboxGreenBold
hi! link markdownH2 GruvboxGreenBold
hi! link markdownH3 GruvboxYellowBold
hi! link markdownH4 GruvboxYellowBold
hi! link markdownH5 GruvboxYellow
hi! link markdownH6 GruvboxYellow
EDIT: Thanks for the comments below! I have confirmed that vim-markdown caused this, what should I do next?

colorscheme gruvbox, right? And you don't have anything which defines a custom syntax highlighting for markdown? Maybe it names the headers differently or something. See http://vi.stackexchange.com/q/2003/205 and produce a verifiable example config, please. – muru Jan 30 '17 at 05:54:scriptnames(:h :scriptnames) for a list of the sourced sripts at startup and see the question linked by muru to debug your vimrc and find the plugin which introduces something you don't like. – statox Jan 30 '17 at 08:05