3D Effect doesn't work correctly

Could somebody explain it to me?

Yes.

The main thing that's tripping you up is this: Your starting artwork consists of paths that have both fills and strokes. When 3D Effect extrudes strokes, it creates surfaces for both the outer sides of the strokes and the inner sides of the strokes. So the extrusion of the strokes is like a "tunnel."

So what you are extruding is actually two paths for each character: One is the black stroke, which is effectively converted to a Compound Path. The other is the fill, which is a simple path (unless it is already a compound path):

As a result, the extrusion of the black outlines have voids where you are seeing "light at the ends of the tunnels", allowing portions of the extrusions of the orange fills to show through where they overlap.

Also, it seems that you are using the Front orientation in 3D Effect. If so, it is unnecessary to extrude the fill at all.

It is almost always best to avoid extruding paths to which strokes have been applied, because it almost always results in many unnecessary paths. Instead, create separate paths to serve as the "strokes." You can do this either by...

1. Object>Path>Outline Stroke
2. Object>Compound Path>Release
3. Pathfinder palette: Unite

...or by using Object>Path>Offset Path:

Pointer: Sometimes, especially when using the Front orientation of 3D Effect, the rendering can leave erroneous voids. You can usually correct this by clicking one of the rotation values which contain zero and keying in a small value, like .001. That small value will reset to zero, and often correct the erroneous voids.

JET