I made the robot by "blending" gradient-filled shapes. I set the blend option to 16, which means that illustrator created 16 shapes in between the two objects I selected.
The background has two layers. In the first, I mixed black with green, red, and blue and distorted it. On top of that, I created random shapes of bright colors and blurred them to give them the appearance of fog.
In the future, I might create the robot and the background in separate files so that I could add more detail to both.