Your Bravia TV likely includes both COMPOSITE and COMPONENT inputs. The COMPOSITE input is just three plugs: red, yellow, and white. This cord should be included with your Wii. To use the COMPONENT connection, you will need to purchase another cable. This cable includes 5 plugs: red, yellow, white, green and blue. The COMPONENT cable allows a slightly higher resolution (480p over 480i with composite), so it won't be a huge difference. If you're already using your COMPONENT connection for something else (like a cable box or DVD player) and you don't have another one available, it may be best just to stick with COMPOSITE.
This image gives you an idea of the difference between 480p (left) and 480i.