You are a
Torus
On the outside I may sound
Like some holy thing.
Holy sounds like "holey" which a torus is (Thanks Deusovi!)
Paint on me a halo,
Halos are ring-shaped, with some width they'd be torus shaped
Seven colors I require.
You can color a plane with 4 colors (by the four-color theorem), but a graph on a torus needs 7 colors.
Since I'm wrapped around the void,
Referring to the fundamental polygon of a torus being equivalent to wrapping around on both edges?
You may fill me up with air.
You can fill up inner tubes (which are shaped like a torus) with air.
Let me hold your language
while you hold me
in the morning.
Reference to the coffee mug being topologically equivalent to a torus, which people often hold in the morning?
You recall they called it all
But impossible but we
all connected
three by three,
you with me.
You can't draw a $K_{3,3}$ in a plane (the utilities problem), but you can on a torus?
I can be a real treat for you
Donuts are shaped like tori.
(That may sound a little bullish,
Torus sounds like "Taurus" which is the astrological sign of the bull
but if that should fail to do,
I've a hole inside me too).
Tori have a hole in themz
Title:
The torus is not a Platonic solid - for one, it's not convex.