The question is of itself ambiguous.
The lightest atom is the hydrogen atom, and the lightest ordinary molecule is the hydrogen molecule (composed of two hydrogen atoms, but still lighter than a helium atom, because ordinary hydrogen does not have the neutrons of a helium atom).
To talk about the lightest gas, one has to take into account the pressure and temperature at which the gas is at. An ultra low pressure nitrogen gas can be lighter than a high pressure hydrogen gas, and given the lower boiling point of helium, at low temperatures, hydrogen can condense into a liquid that is heavier than helium which will remain a gas for very much lower temperatures.
A clear example of this difficulty is when dealing with water. Water, as steam, is lighter than air (at the same pressure and temperature), but as a liquid (at the same pressure and temperature as the air) will be heavier than air.
At the temperature and pressure of liquid water, then hydrogen would be the lightest of the gasses.