Suppose you are standing by a still pond. If you disturb the pond by throwing in a pebble, you will see the pattern of this disturbance as a set of waves moving out across the water. The waves have a particular spacing from one wave crest to the next. This spacing is called the wavelength.

(courtesy www.shimone.org)

We can use this analogy of waves on the surface of a pond to describe some of the wavelike properties of light. Just as the water wave expands out from its source, light spreads out in all directions from its source. Just as the wavelengths of the water waves can be different (depending on the nature of the disturbance), light can also have different wavelengths.  But waves of what?  Air, water?  Light is what we call an Electromagnetic Wave or Electromagnetic Radiation, that is, it consists of small waves of electric and magnetic fields.  Such waves can move even in a vacuum.

Other forms of Electromagnetic Radiation are probably familiar to you.  They just differ from light in their wavelength. Ultraviolet radiation (UV), X-rays and gamma rays are examples with wavelengths too short for us to detect with our eyes. Infrared (IR),  and radio waves are examples with wavelengths too long for us to see.

But strangely, Electromagnetic Radiation can act like particles too.  Suppose you shoot a BB at something. The BB has a particular energy and it delivers all its energy to its target the moment that it hits. In contrast, a wave can bend around and reflect off objects it encounters before gradually dying out. The BB is an analogy for the particle-like properties of light. Light has its energy concentrated in individual BB-like packets called photons.   Photons still have a wavelength, but each is an individual packet.  See the animation below:

                         (courtesy Wikipedia)

So photons still have a wavelength.  A famous result of quantum mechanics is that the wavelength relates to the energy of the photon.  The longer the wavelength, the smaller the energy.  For instance, ultraviolet photons have shorter wavelengths than visible photons, and thus more energy.  This is why they can give you sunburn, while ordinary light cannot.

This may seem odd. How can light act like both a wave and a particle at the same time? Consider a duck-billed platypus. It has some duck-like properties and some beaver-like properties, but it is neither. Similarly, light has some wavelike properties and some particle like properties, but it is neither a pure wave nor a pure particle.