There is no difference between white and yellow cheese except the coloring. White is the natural color of most cheeses, including cheddar, provolone and mozzarella. A plant called annatto is used to naturally color white cheese orange, but it does not affect the taste.
The color of cheese is based on cultural preference. In the Northeast, cheese is often preferred white. In the western states, orange cheese is the preferred cheddar.
Artificial cheese products such as spray cheese and powdered cheese aren't cheese at all. They're a mixture of oil and other compounds made to give the taste and appearance of cheese and are often a bright orange color.