You can fill a balloon with hot air or with has. Whichever you use, the air or gas inside the balloon has to be lighter than the air outside it. That is the basic rule of balloon flight.
Modern hot-air balloons are inflated with air heated by a gas burner. Since hot air rises, the balloon lifts off the ground as soon as there is enough hot air to lift the canopy, basket, gas bottles and passengers. The air does not stay hot forever. As it cools, the balloon begins to lose height. So the pilot needs to heat it again, using the gas burner every time he or she wants to go higher.
The gas generally used to fill balloons is helium. This is also lighter than air and does away with the need for a burner to produce hot air. Airships are filled with helium too. When an airship pilot wants to come in to land, he or she has to let air into the canopy to make the airship descend.
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