When two hydrogen nuclei fuse, they form a helium nucleus, consisting of two protons and two neutrons. In this process, one of the protons transforms into a neutron, releasing a positron (a positively charged electron) and a significant amount of energy in the form of gamma radiation.
To summarize:
Original particles: Two hydrogen nuclei (each with one proton)
Resulting nucleus: Helium nucleus (with two protons and two neutrons)
Changed particle: One proton in one of the hydrogen nuclei is converted into a neutron.