Basically in a normal flame you have hot combustion products which are less dense than the surrounding air so buoyancy makes them rapidly move upwards. As this is happening they are cooling down and there isn't enough time to complete combustion so soot is formed. Blackbody radiation from the soot is the characteristic orange part of the flame that we are used to seeing.
In microgravity there is no buoyancy-induced convection so what you see is a pure diffusion flame. That means that there is a thin interface in a sphere around the vaporized fuel stream where the fuel and oxidizer is perfectly mixed to make combustion take place. the fuel burns nearly completely without being pulled away by buoyancy effects, thus you just see a sphere of perfect blue flame.
More simple: Here on Earth, flames look the way they do because as the match burns, the air becomes very hot and rises. The rising air brings the flame up and away from the match. Because it's carried away, it cools and it doesn't get a chance to properly burn, which results in the orange/yellow flames we are used to.
In the zero gravity picture, the hot air produced by the flame doesn't rise because there is no gravity. Therefore, the combustion is able to stay near the fuel source (the match stick) and burn really hot & efficiently.