The electrons make a spark as they jump a few millimeters through the air to reach your finger. The air in the spark is ionized as the moving electrons knock other electrons off air molecules. The ionized air emits light and sound. You can also feel the flow of electrons though your finger. After the electrons leap to your finger, the pan has a positive charge.
Physicists say the pan has been charged by induction.
You can carry the positively charged pan around by its handle and carry the positive charge to other objects. If you bring the positive pan near your finger again, or near any object that can be a source of electrons, the pan will attract electrons, creating a second spark. The low-pressure neon gas in a neon glow tube is easier to ionize than air that is at atmospheric pressure. If you discharge the pan through a neon glow tube, the spark will make a bigger flash of light. When you touch a positively charged pie pan to the nail on the Leyden jar, electrons from the nail flow onto the pie pan.