Many things in space, like the Sun, the stars, our Galaxy, and other exotic objects like pulsars and black holes, emit light at many different energies.
Light has different colors because it has different energies.
Of all the colors in the visible spectrum, red light is the least energetic and blue is the most. Beyond the red end of the visible part of the spectrum lies infrared and radio light, both of which have lower energy than visible light. Because radio light is low energy, it tends to behave more like a wave, so most radio telescopes are dishes made of conducting metal that reflects radio waves to a focus, just as an optical mirror reflects visible light. Some infrared measurements can be made from the ground, but the majority of them are made from satellites to cut down on atmospheric absorption of infrared photons. When we compare measurements of the same region of the sky taken in different energy ranges, it becomes obvious how important multiwavelength observations are.