Visible light is one part
Common bands run from radio and microwaves through infrared, visible and ultraviolet light to X-rays and gamma rays. They organize observational practice without making the bands unrelated forms of energy.
Human vision detects only a narrow interval. Stars, gas and dust produce different spectral signatures, so an object inconspicuous in visible light may be prominent elsewhere.
References: [1]
Wavelength, frequency and energy
In vacuum, wavelength and frequency obey λν=c, while an individual photon has energy E=hν. Higher frequency therefore corresponds to shorter wavelength and greater energy per photon.
Photon energy is distinct from the total power in a beam. A band name alone does not specify how much energy reaches a detector over a given area and time.
References: [2]
Detectors and the atmosphere
Detectors and collecting systems must suit the observed wavelengths. Combining bands can separate stellar emission, dust and hot-gas signatures rather than merely producing a differently coloured picture.
Atmospheric transmission varies with wavelength. Visible light, parts of the radio spectrum and some infrared windows support ground observations; other bands require high-altitude or space instruments.