Physics is beautiful...

This is complex stuff...
When electrons with 5000v of charge are fired down a discharge tube (a thin, hourglass shaped tube, with the conditions of a vacuum bar trace amounts of an element) they collide with the substance inside, sending the electrons in the tube up, then back down its energy levels. The down journey releases photons of differing wavelengths that can be observed as a rainbow spectrum of visible light. The more lines of colour, the more collisions.
Or 'ooh! Pretty colours!'