Since the colors of the Gobstopper run when soaking in the water, you very quickly observe that the candy coating of a Gobstopper is water soluble. This means that the candy molecules are capable of mixing with water molecules. The surprise here is that the Gobstopper colors don’t mix within the plate as they dissolve. Instead, the colors run into each other and stop, initially forming perfect, colorful wedges.
The secret here is that each color is coated with a thin layer of wax. The wax isn't water soluble, and prevents any color mixing from taking place. Also, since we're using the famous Gobstopper candy, you will notice each candy change color as it dissolves. That's because Gobstoppers have different colorful layers as you get closer to their center. Science with candy sure is cool!