With nitrogen you can see that there are three of the p orbitals shown. With oxygen there are still the same number of orbitals, but there are four p electrons. There are more and more electrons as you go from oxygen to fluorine to neon. Thus the diagrams get darker to show the higher concentration of electrons. Then with sodium you have to start working with another s orbital and that is shown in yellow here.
Magnesium shows another electron in that s orbital.
With aluminum, silicon, and phosphorus, you can see the additional p orbitals in the third energy level showing up there. Then the concentration of electrons gets more intense and thus the color gets darker and you go to sulfur, chlorine, and argon. So with this diagram you can see the progression of additional electrons resulting in additional orbitals and also the orientation and build-up of the orbitals that are being used. You can also see how that relates to the arrangement of the periodic table.