What exactly do the tiny white squares stand for in this Wolfram Demonstration for percolation in square grid?

I haven't used Mathematica before; but I found a Wolfram Demonstration that could be relevant to my project. Could someone please explain to me the significance of the "white squares" in the square grid here: http://demonstrations.wolfram.com/PercolationOnASquareGrid/? From what I know about Percolation in squares is that tiny each square cell should have a probability $p$ of being filled (with say color blue) and $1-p$ that it is not filled (say "not filled" is denoted with color red). At a certain $p$, a spanning cluster of blue squares would come into existence. The probability at which that phenomenon occurs is called critical probability (or threshold). So, from what I understand there should be only two colors involved and not three!

No idea what the three colors are supposed to mean and what exactly $p$ stands for in that demonstration.

On the linked demonstration: Blue squares are squares which are filled, but not reachable. Red squares are squares which are filled and are reachable. White squares are not filled. $p$ stands for the probability that a square is filled.