The colors are actually glowing atoms, stimulated by electricity. It’s pretty much the same as making the colors in fireworks: Stimulate atoms with energy, and they’ll quickly get rid of the excess energy by emitting light of their own characteristic colors.
There are a couple of differences (fortunately) between fireworks and neon signs. In neon signs, the atoms are in the form of gases inside of glass tubes that are shaped to spell out words or make pictures.
Instead of explosions, the gas atoms are stimulated by a high-voltage electric current passing through the tube from one end to the other. If the gas happens to be neon, it emits that familiar orange-red color that announces the presence of NICK’S BAR AND GRILL.
Other gases give off their own colors of light when excited by an electric current. For example, helium makes a pink-violet light, argon makes bluish-purple, krypton makes a pale violet, and xenon makes blue-green. Other colors are made by mixing gases or by coating the insides of the tubes with solid materials that glow with their own colors.
Nobody has yet been able stop people from calling all of these signs “neon,” regardless of what gas happens to be inside the tubes.