Radio waves are a form of electromagnetic radiation that fall in the low energy band of the electromagnetic spectrum. The wavelengths of radio waves are very long, longer than infrared or visible radiation. They fall in the millimeter to kilometer range. This means that they are very low energy waves and thus pose no threat to life. This also means that they are perfect candidates for information transmission here on Earth and there are countless radio waves crossing the planet at any given time.
While radio waves are generated naturally in outer space, here on Earth we purposefully generate them to transmit information like broadcast radio signals. In order to either generate or receive radio signals, you need an resonator connected to an antenna. A resonator oscillates at a certain tunable frequency. So the oscillation of the resonator can be tuned to either broadcast or receive radio signals of a certain frequency, thus honing in on a particular transmission while ignoring all the rest.