(1) The particle at rest is emitting a wave that travels outward in all directions at a constant speed.

(2) This next particle is moving to the right at a speed which is less than the speed of sound (or the corresponding wave speed). This creates creates a bow wave whereby the frequency in front is greater than the frequency behind, and hence a doppler shift.

(3) This, the fastest particle, is traveling at the speed of sound, or Mach 1, which creates a shock wave or a shock-cone.

(4) Here is a shadowgraph of a scale model rocket-plane doing a pitch maneuver at Mach speeds in a wind tunnel, whereby the denser air at the high pressure wavefronts change the index of light refraction which shows up as blackened lines on the exposed film (courtessy NASA, I think).