All different colors of light move at the same speed in the vacuum,
so the light with shorter wavelengths wiggles faster:

But Einstein discovered that light is also made of particles, called "photons".

And the energy of a photon is just the rate at which its wave wiggles — its "frequency" —
times a number called Planck's constant:

E = h ν

Here E is energy, h is Planck's constant, and ν is frequency (wiggles per second).