For example, light passed through a filter to select frequencies near the H-alpha line of the hydrogen Balmer series can't have come from very deep in the atmosphere because hydrogen absorbs this frequency strongly. As a second example, X-rays are produced by high energy particles and image regions of very high temperature or of violent collisions.
Thus, imaging of the Sun at a range of specific wavelengths provides a much greater variety of information than that obtained from simply observing the Sun in white light.