When hydrogen and oxygen combine they form water.In this reaction change in state occur even in every reaction the change in color and state,temperature etc. occurs .As you may already know, water is a compound of two elements, hydrogen and oxygen. At normal room temperature, water is a liquid. Hydrogen and oxygen are both gas at room temerature.When the elements are joined, the atoms lose their individual properties and have different properties from the elements they are composed of.
Water is practically a compound of hydrogen and oxygen and basically compounds don't show the the individual properties of theĀ elements they are made of. Compounds start showing new properties apart from the only of the elements they are made of.