Imagine you have a thin rope attached to a thick rope, and you jerk the thin rope so it creates a pulse that travels down the rope. When it hits the boundary between the two ropes, the wave just doesn't stop and go away. Some of the energy from the wave is reflected back toward the source along the thin rope, and some of the energy is transmitted to the thicker (more dense) rope.

Since light is a wave, when it goes from a less dense to a more dense medium, some of the energy gets reflected back while some of it gets transmitted through. Aim a flashlight at a window and you'll find when the light goes from air to glass, it will both reflect back and transmit through the window.

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When the light hits the glass, it not only reflects and transmits, it also changes speed and wavelength as it crosses the boundary AND it also changes directions. When it bends to change direction, it's called refraction.

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