Raw egg white is not truly colourless. It contains water and several proteins, but most of those proteins are folded into compact shapes and remain dispersed through the liquid. Visible light can pass through fairly easily, so the white looks clear or translucent.
Heating disrupts some of the weaker interactions that hold the proteins in shape. Different proteins unfold under different conditions, exposing regions that can bind to one another and form a water-holding, three-dimensional network. This is denaturation accompanied by coagulation. The network creates many tiny boundaries between protein and water, scattering light in many directions. The egg white therefore becomes opaque and white, while the same network turns the liquid into an elastic gel.
No new white pigment has been made, and denaturation does not mean that the protein has disappeared. The change is mainly a structural and optical result of altered molecular shape and aggregation. With excessive heating, the network tightens and expels more water, which can make the egg white firm or rubbery.
Sources: https://www.exploratorium.edu/explore/cooking/egg-science
https://pubs.acs.org/doi/10.1021/jf960153z
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