Honey bees forage for both nectar and pollen. The nectar is the bees source of energy while the pollen is consumed because it is a source of protein and other nutrients.
Honey bees gather pollen and in "pollen baskets" on their hind legs that are actually small concave areas surrounded by hair-like bristles called setae. As the bee forages, pollen grains collect on its head. The bee then uses its front legs to transfer the pollen to the pollen baskets. A pollen basket filled with yellow pollen can clearly be seen on the hind leg of the photo shown below.
You may have noticed that the color of the pollen basket varies. I've seen colors including light yellow, dark yellow, orange and red. However, depending on the specie of plant from which the bees are collecting the pollen, the pollen basket can appear white or even dark blue.
If you're curious about the plant species from which your bees are collecting nectar and pollen, its possible to identify them by checking the color of the pollen basket and knowing what species might be in bloom at the time. For example, pollen from pear trees is reddish yellow, while that from borage is blueish grey and pollen from buckwheat is light green. Fortunately, there is such a resource to help you identify pollen color; check out this link to a series of tables organized by plant type and season that's on the Wikipedia.
While we are on the subject, I want to encourage you to be nice to the bees in your area -- plant some flower and trees in your garden that produce lots of pollen and nectar. For a list of excellent plants for bees, check out my prior posting Best Flowers for Honey Bees.