That depends on what gas it is! Oxygen will save your life, but breathing natural gas will stop your body getting any oxygen and you’ll suffocate. There are other gasses that are even nastier, such as mustard gas that was used in the first world war. It’ll blind you, destroy your skin, destroy the insides of your lungs, and kill you very slowly. That’s why no one is allowed to use it any more in war. It’s just too cruel. Other gasses can be helpful to breath though, such as anaesthetic gas that will put you to sleep before an operation and stop you from feeling pain.
Very much depends on the gas and the mixture. You need oxygen to breath but if you just had pure O2 you’d feel great for a few hours… right up until the point your cells overload and you die. It also depends on the pressure. Deep sea divers have to mix in helium with their air mixture to stop themselves from getting the bends. Apparently it makes you feel very giddy.