One time I had a customer who argued with me that he did not need helium for his balloons to float. This guy insisted that his breath alone could make a balloon float. I could not contain my laughter and I told him that I would fly to wherever he was to witness this phenomenon. Balloons need helium to float, if you use air, especially your hot air, the balloon will not float, I promise.
Helium balloons float because the helium gas is less dense than regular air. The air that we breathe is composed of several different gases including oxygen, nitrogen, and even helium, which makes up a very small percentage of the overall mix. Similar to how inflated pool toys float on the water’s surface, helium gas floats above breathable air. Normally, we cannot see helium because it is an invisible gas, but once contained within a space, such as a balloon, we can easily see how it reacts to the surrounding air. This is how balloons (helium balloons, rather than regular air-filled ones, with the one exception of Magic Breath McGee’s mentioned above) float.