RGB (Red, Green, Blue) is a color space used for screens.
CMYK (Cyan, Magenta, Yellow, Key/Black) is a color space used in printing.
With CMYK, color intensity is not as flexible as in RGB as printers  can only reproduce a limited color spectrum. It’s just impossible to replicate on ink paper or fabric the same intensity and brightness that a digital display can.
This means some RGB colors will show up differently when printed in CMYK. And some colors cannot be printed at all due to the limitation of how C, M, Y, and K mix.
For more information, check out the RBG/CMYK Color Spaces: Explained page.