There are 3 kinds of mustard seed: white, brown (which is hotter, and is often sold labelled as black), and black.
The plant that White Mustard Seeds come from is called "brassica alba." It is native to the Eastern Mediterranean. It is a very prolific plant: it has escaped in many places from cultivation and now grows wild. The colour of the seed is actually tan rather than white. It is the mildest mustard seed, and has no smell when ground until moistened. White Mustard Seeds are often used in pickling.
Black Mustard Seeds come from the mustard plant called "brassica nigra." The seeds aren't actually black; they're dark brown with a reddish tinge. The seeds are only about half the size of White Mustard Seeds. The black seeds are not very common any more, as the pods are very brittle and drop their seed easily, making them hard to harvest them mechanically and thus more expensive for consumers. Black Mustard Seeds have no smell until ground and moistened. In Indian cooking, Black Mustard Seeds, along with Brown, are the preferred Mustard Seeds. They are fried in oil, which mellows the taste and brings out a sweetness.
Brown Mustard Seeds come from the mustard plant called "brassica juncea." The plant is native to South Asia. The brown seeds are the hottest of all Mustard Seeds. They are used more and more in Europe to make prepared mustard (the condiment) from, particularly in France. In North America, the White Mustard Seed remains the preferred seed to make prepared mustard from, with the brown seed plant being used more for its leaves, which are eaten as a potherb called "Mustard Greens." In Indian cooking, the brown seeds are popped first in hot oil to bring out a nutty flavour.