Pretty much all planets have a plasma tail, even ones like Mercury that don’t have an atmosphere. It’s composed of material blasted off the planet itself. Earth’s tail is so long it extends beyond the Moon (and during a lunar eclipse, the Moon is bathed in it), and it is composed mainly of hydrogen and helium. Other elements, common in our atmosphere, are heavy enough that the Earth’s gravity can usually hold onto them against the blast of the solar wind. Usually; they sometimes escape as well.
But Pluto is much smaller, so even though the wind is much weaker out there, it’s able to pull more (and heavier) stuff away. New Horizons has discovered a vast nitrogen tail composed of atoms escaping Pluto’s atmosphere as the solar wind interacts with and ionizes them.
Findin a tail was not a surprise; again, every planet has one. But Pluto’s is larger than it had been predicted, with the leading edge of the magnetosphere showing up on New Horizons’ instrumentations five days before closest approach, rather than one day as predicted. So the mysteries continue! It’s possible the larger atmosphere correlates with the discovery of the remarkable Sputnik Planum within Tombaugh Regio, Pluto’s heart; maybe Pluto has geysers or other active processes that both reshape the surface and replenish the atmosphere? We don’t know.