Everything starts with the greenhouse effect! Is is a natural effects and keeps our planet warm at a temperature that allows water to be liquid and therefore life on our planet. Without it the global temperature of the planet would be -18ºC! The problem is that, by burning fossil fuels, we are putting into the atmosphere more of these gases that create this effect and we are enhancing it, thus increasing the temperature of the earth.
Now that you know more about this greenhouse effect, you can understand that it causes global warming. Temperature is increasing all over the earth, which in turn brings other changes in the climate, that is climate change.