Here's the breakdown:
* The fuel: The primary fuel for stars is hydrogen. A smaller amount of helium is also involved in some fusion reactions.
* The process: Inside the star's core, immense pressure and heat force hydrogen atoms to fuse together, creating helium atoms. This fusion releases a tremendous amount of energy, which we see as starlight and heat.
* The byproducts: Besides helium, the fusion process also produces neutrinos, tiny particles that carry some of the released energy.
So, to answer your question more directly: Stars don't "burn" gases in the conventional sense. They fuse hydrogen into helium, releasing energy as a byproduct of this nuclear reaction.