Here's why:

* Sharing electrons: Each hydrogen atom has one electron in its outermost shell. To achieve a stable electron configuration (like helium), they both share their electrons. This creates a shared electron pair between the two hydrogen atoms.

* Strong bond: The shared electron pair creates a strong attraction between the two positively charged hydrogen nuclei and the negatively charged electron cloud. This is what holds the hydrogen atoms together to form a molecule.

* Lower energy: The bond formation releases energy, indicating that the molecule is in a lower energy state than the two individual atoms.

Therefore, the hydrogen molecule is a classic example of a covalent bond, where two atoms share electrons to achieve stability.