The current outer surface of the Great Pyramid at Giza is made of rough limestone blocks, colored a dark sandy brown from hundreds of years of pollution and weathering. But when it was first built, there was a smooth layer of fine white limestone on the outside of the structure, all cut to the same angle and polished to a shine so bright it almost glowed. It might have looked something like this (current view for reference):

This video from the Smithsonian shows how the fine limestone was sanded to that white sheen:

In addition, the structure would likely have been topped with a pyramidion, a capstone made of solid granite and covered in a precious metal like gold. The sheer size of the pyramid must have been enough to blow ancient minds, but seeing it all shiny and topped in gold… well, no wonder they thought their rulers were gods.