Hi -yes, please follow up with a link or image of what you're looking at. Many different reasons. A few Paulette mentioned, and here are some others:
1) When different atoms emit at particular wavelengths, it can emit a more/less energetic photon. If the photon is in the visible part of the spectrum, we can see the different colors. Depending on the wavelength it can indicate the presence of particular atoms. This is part of the reason for the different colors in aurora, for example (see http://spaceweathergaller...ra&title2=lights for some beautiful images of aurora).
2) Sometimes scientists will simply "color-code" the data in a way that enhances certain features, or makes it easy to interpret (especially when looking at a lot of data). In solar physics, images from the EIT instrument aboard SoHO, and now the AIA instrument aboard SDO, generally take pictures in wavelengths that we humans cannot see. However, scientists need to easily interpret the data, and so certain color-schemes are used for the data, and as we get used to seeing it we can easily interpret what we're seeing. See, for example, data from SDO at http://sdowww.lmsal.com/suntoday/# As you move your cursor above some of the 'number' (e.g., '211','193','171'), the images change color. They are taken with different filters, all looking at the Sun. The data are mostly in wavelengths we cannot see (UV/X-rays), but are color-coded for temperature and other aspects, so we know exactly what we're looking at. The light really isn't magenta, or aqua-marine, but when you study them enough it becomes "automatic" how to interpret the data.
I hope that helps, -KD