What is hydrogen?

Hydrogen is part of water, H2O 2 parts hydrogen and one part oxygen.

how do I make it?

There are several ways, chemically, which I wont get into now, and electricaly, two ways with electricity, one is to take water and put some salt in it, increasing the conductivity of the water and placing battery terminals in the water. then using jsut water, if you have a REALLY close fitting electrode and PEM material then you can use JUST plain water.