Make particles that blend with each other (Ie: Unity's default particles)

Hello! My name is Juan and I’ve been working on a somewhat large project. It uses particles for it’s main focus (kindof) and they follow a trail. Everything is going great except for the fact that I haven’t the faintest clue as of how to make a material that has the same effect as the default particles in the Unity Game Engine as shown in this gif: http://gfycat.com/SomberBlushingArabianoryx

I think this should be under a shader section but I couldn’t find one. :stuck_out_tongue: