Ever wonder why the periodic table is in the order it is?

It's in that order because it's counting by the number of protons that are in the nucleus of an atom of that element. Each atom is characterized by how many protons are in its nucleus--if an atom has one proton, it must be hydrogen regardless of any other physical characteristic it has. Similarity, if it has six protons, it must be oxygen.

As it turns out, the more protons an atom has, the more neutrons it needs to hold those protons together (like the "glue" sticking two magnets of the same side together, or else those magnets will repel each other). In addition to that, the more protons it has (like the positive ends of many magnets) the more electrons it can hold (like the negative ends of many magnets). Their numbers match up very well too. Hydrogen has one proton per atom and each atom generally keeps one electron around. Oxygen has six protons per atom and each atom generally keeps six electrons around.

So, the further you go along the periodic table, the more electrons, neutrons, and protons each atom of each element contains. All of these things, while small and negligible to us, are pieces of matter and therefore do have some very very very tiny mass. So an atom of oxygen, with its six protons, six electrons, and some neutrons, will always weigh more than an atom of hydrogen, with its one proton and one electron. It's like taking six skittles vs six bowling balls. I could tell you, hey, these are both small spherical objects and you would agree. But although they're both spheres, they're different spheres, made of different stuff, and so they weigh different amounts.