EGA and
VGA are two old technologies for computer graphics. For game purposes, EGA corresponds to 16-color graphics, while the more advanced VGA supported 256 colors. However, both standards supported a variety of resolutions and color depths.
Since VGA we haven't had a universal standard for computer graphics. Nowadays, as long as your video card has a Windows driver you're good to go. In fact VGA is still the default fallback for when your driver isn't installed or isn't working.
Oh, and Wikipedia is your friend for answering questions like this.