Light changes direction when transitioning from air to water due to refraction, a phenomenon resulting from the interaction of photons with water atoms. Refraction occurs at the boundary between two different media, affecting the behavior of electromagnetic waves. Understanding this requires a shift in perspective about photons, which are not simply particles moving through space. The discussion emphasizes the importance of grasping the true nature of photons for a deeper understanding of light behavior. For a comprehensive explanation, Richard Feynman's "QED: The Strange Theory of Light and Matter" is recommended.