Here is a youtube video of the start of a Russian Topol-M ballistic missile.
A lot of little strange things are fired away from the rocket body when the rocket is half-way from its transport-launch container:
What could these be?
If you use the YouTube commands for single framing (
.) you can clearly see the rocket retaining rings around the body which are ejected outwards by pyrotechnics as it leaves the launch/storage tube.
These rings keep the rocket centred in the tube and are ejected to make the aerodynamic body for flight.
In a word - they are "Sabots". Brian has already explained what they do.