During the first 380,000 years after the Big Bang, the universe was probably so hot that all matter existed as plasma. During this time, protons could not travel undisturbed through the plasma because they would have constantly interacted with the charged electrons and baryons in a phenomenon known as Thompson Scattering. As a result, the universe would have been opaque.
Listen up artists wanting to visually represent this aspect of the universe, you now have your color scheme.
As the universe expanded and cooled (polarized), electrons began to bind to nuclei, forming atoms. The introduction of neutral matter allowed light to pass freely without scattering. This separation of light and matter is known as decoupling. The light first radiated from this process into what we now call the Cosmic Microwave Background.
If that isn't cool enough for you, the CMB is also a perfect example of redshift (given how many of you are actually actively seeking a perfect example of redshift). Originally, CMB photons had much shorter wavelengths with high associated energy, corresponding to a temperature of about 3,000 K (5000º F). As the universe expanded, the light was stretched into longer and less energetic wavelengths.
By the time light reaches us, 14 billion years later, we observe it as low-energy microwaves at a frigid 2.7 K (-450º F). This is why CMB is so cold now. Although the temperature of the CMB is almost completely uniform at 2.7K, there are very tiny variations, or anistropies, in the temperature.
These anistropies correspond to areas of varying density fluctuations in the early universe. Eventually, gravity would draw the high-density fluctations into even denser and more pronounced ones. After billions of years, these little ripples in the early universe evolved through gravitational attraction, into the planets, stars, galaxies, and clusters of galaxies that we see today.
Have you seen the documentary, Hubble, at the IMax? There's a great visual scene where little galaxies are being born in lower portion of Orion's Nebula.
For those of you who want to see Orion's Nebula, go outside on a clear night and look up at the sky in the southeast direction (assuming you're in the Northern portion of the United States). Look for the brighest star in that part of the sky. That's Sirius (the Dog Star). From Sirius, look up and to the right until you see two sets of three stars that line up in a straight line. That's Orion.
Another way to recognize Orion is its kite-like shape. The constellation is also known as a great hunter/warrior from Greek mythology, with Orion's Nebula located in Orion's sword, which hangs from the belt of Orion. (Orion's belt is the three blue diagonal stars seen in the center, while Orion's sword is the rest of the three vertical stars below the center of the belt. The Origon Nebula is the center "star" in the sword.)