Heavier atoms make denser materials.
Add to this the fact that gases are usually much less dense than solids because the spaces between atoms are much greater and you have a basic answer. Hydrogen has a smaller atomic mass than iron.Iron is of course made up of iron atoms, which have an atomic weight of 56, much larger. Solids also are more tightly packed together whereas gas are much more spaced apart.
I hope I answered your question. :D xxxx