What is the name of chemical compound of H2?

H2 Hydrogen. All gases , except the monatomic, Noble Gases, exist as polyatomic molecules.

H2 is two atoms of hydrogen

O2 is two atoms of oxygen

O3 is three atoms of oxygen (ozone)

N2 is two atoms nitrogen

Is the normal physico/chemical state these gases are found .

The Noble Gases , helium, neon, etc., existr in their normal state as SINGLE atoms, hence 'monatomic'.