A hydrogen gas molecule consists of two hydrogen atoms. A hydrogen nucleus has a positive charge of one unit and must be balanced by one electron to be electrical neutral - but since electrons don't like to be alone, the atom seeks another hydrogen atom with which the two electrons can orbit the two nuclei together - we say they form a molecule. This molecule is electrically neutral, so the molecules don't interact with each other but can fly around freely. Therefore, hydrogen is a gas. Oxygen is a gas for similar reasons.
Two hydrogen atoms can join with one oxygen atom to form a boomerang-shaped molecule with oxygen in the middle. Since the electron orbit in hydrogen is smaller than in oxygen, the electrons that orbit both the oxygen nucleus and one of the hydrogen nuclei is more often to be found near the oxygen atom, giving the molecule a negative charge near the "corner" of the boomerang where the oxygen is and a positive charge centered opposite the "corner", i.e. between the two hydrogen nuclei.
Those electrical charges make water molecules attract each other. The tend to form long, fragile chains that are too heavy to fly around at low temperatures. Therefore, water is a liquid.
It's a unique property for such a light molecule as water to be a liquid with such a high boiling point. CO2 and buthane, for example, are heavier per molecule than water but because they have no charged ends they are gases. Methanol is another example of a light-molecule liquid. But a methanol molecule is less charged than water is, so it will boil at a lower temperature than does water.