Think of it like different types of light:
Some waves are super long (like radio waves)
Some waves are medium length (like microwaves)
Some waves are super short (like X-rays)
These waves travel at the speed of light and can pass through different materials. They're all made of the same thing - electromagnetic energy - but they have different wavelengths and frequencies.
Just like how different musical instruments make different sounds, different electromagnetic waves do different things in the world around us.