Have you ever heard a car go past you with its siren on, and noticed that the pitch dropped when it went away from you? This is because of the Doppler Effect. When a sound is moving towards you, the Doppler Effect says that speed of the frequency is faster when it is going towards you, so the pitch will seem higher, and when it is moving away from you, the speed of the frequency will be slower, so the pitch will be lower.
This effect also works with light. Here is a diagram of the electromagnetic spectrum:
If a yellow object was moving away from you, it would become a lower frequency, such as red or infrared. This is called red-shift. If a yellow object was moving towards you, it will become a higher frequency, such as blue or violet. This is called blue-shift.
That pretty much sums up the Doppler Effect. Theorem out!