A greenhouse gas is any gas that contributes to the greenhouse effect, e.g. carbon dioxide, methane and water vapour
The Greenhouse Effect is the warming of the Earth due to the atmosphere reflecting infra red radiation back onto the Earth instead of letting it escape into space. This effect causes the Earth to be kept at a mild temperature but burning of fossil fuels in the last 200 years has released more greenhouse gases into the atmosphere, causing more infra red radiation to be reflected back and leading to global warming.