Originally posted by Bob from Aus - - --White light is made up of all colours. If there is a problem then it will have a colour cast that can usually be adjusted.
------
.
I'm not really a physicist, but I'll dare give it a try anyway:
What others have said is correct. Incandescent lamps emit light by means of a glowing wire of metal (tungsten/wolfram) in a continous spectrum. All colours (wavelenghts) are there, but with different weights.
Energy saving bulbs, flourescent ligt tubes and LEDs only emit light in discrete wavelenghts and not in a continous spectrum. Manufacturers strive to make the light look "natural" to the human eye, but sensors may "see" the light output differently, because their spectral sensitivities differ from that of the human eye. What looks properly balanced to us does not look properly balanced to the sensor.
I use LEDs quite a lot for macro photograhy and have found that the best results are obtained - as also suggested by Bob - in the post processing. But not all LEDs are equal, and difficulties in obtaining an acceptable balance may vary.