Greenhouse gases are gases in the atmosphere that absorb infrared (IR) radiation, especially radiation emitted from the surface of the Earth.  These gases (primarily CO₂, H₂O, and CH₄ [Methane], but also Nitrous Oxide [N₂0], CFC's, and O₃ [Ozone]), then heat up due to the absorbed IR, and themselves radiate additional IR in all directions, including back to the Earth, contributing to the heating of the Earth.  In and of themselves, they are not bad, as they keep the earth at a comfortable average of about 15^oC, instead of a frigid -18^oC (the average temperature of the Earth's Moon).  However too much of a good thing (additional CO₂, Methane, and Nitrous Oxide added to the amosphere as a result of Human activities) has raised a concern by most climate scientists that global climate warming is occurring as a result of these additions.

Pound for pound, Methane and Nitrous Oxide are much more effective greenhouse gases.  Methane is more than 25x more effective than Carbon Dioxide as a greenhouse gas.  Nitrous Oxide is more than 300x more effective.   But Carbon Dioxide is far more abundant in the atmosphere, so all must be considered.