The suns atmosphere is composed of hydrogen, which contains protons and electrons in each atom. The protons and electrons are ejected from the sun’s atmosphere and are sent off into space. This ejection of particles (or plasma) into space is known as the Solar Wind. This wind is what collides with the magnetosphere of the Earth which allows us to see the display.
The sun’s production is highest when the sunspot activity is high and interestingly enough the Aurora is also most active during these periods as well.

(photo from http://www.imv.uit.no/english/science/publicat/waynorth/wn1)