The gases we emit go into the atmosphere and cause global warming, as the following short video illustrates:
Carbon Dioxide is not the only problem gas. These are all the culprits.
They all have different effects. Thus Methane causes 25 times more warming than CO2 and also converts into carbon dioxide in the atmosphere and continues like this.
Methane also lasts about a decade on average in the atmosphere, which is much less time than CO2. But methane also absorbs much more energy than CO2. Note here that CO2, CH4, N2O are natural, whereas F gases are human-made.