Step 1: Understanding greenhouse gases.
Greenhouse gases are those that trap heat in the Earth's atmosphere and contribute to the greenhouse effect, causing global warming and climate change.
Step 2: Evaluating the options.
- **Methane (CH4)**: A potent greenhouse gas, far stronger than CO2 in trapping heat.
- **Oxygen (O2)**: Essential for respiration but not a greenhouse gas.
- **Nitrogen (N2)**: Makes up the majority of air but is inert and not a greenhouse gas.
- **Hydrogen (H2)**: A light gas, not a greenhouse gas.
Step 3: Conclusion.
Hence, the correct answer is Methane.
Final Answer: \[ \boxed{\text{Methane is the greenhouse gas.}} \]