We can't see them, but radio waves are all around us. Like visible light, they are a part of the electromagnetic spectrum, only with much longer wavelengths. Radio waves can be as long as a football field, or as short as a football. This range of sizes makes them ideal for sending information, because different frequencies can be assigned to specific devices to avoid overlap.
Radio works in much the same way as a telephone: sound waves are converted into an electrical current. But instead of traveling along a wire, the encoded sound data hitches a ride on a radio wave. It does this by changing either the wave's height -- also known as its amplitude -- or its frequency, which is the number of times the wave vibrates per second.
Think of the a regular radio wave as a blank sheet of white paper, and the radio wave with information on it as the ink that forms the printed words. The ink causes tiny variations in the background of the paper, and this is what the eye sees when it "reads". Mixing in a data stream of electrons causes the height or frequency of the wave to change slightly. These changes are detected by the receiver, which then decodes the information.