Energy-saving lightbulbs light up gradually since it takes time for the mercury inside the bulb to fully vaporise. The bulb contains a small amount of mercury in liquid form at room temperature.
When you switch on the light, causing an electric current to run through the bulb, the heat converts the mercury to a gas, which emits ultraviolet radiation.
The phosphor coating the bulb casing then absorbs this ultraviolet light, re-emitting it as visible light.