To picture this, imagine that you can color a small portion of water within a bucket of water. If we could remove the colored water and replace it with something else, this new thing may or may not be held up by the water. It all depends on how heavy the replacement is. Like water, air can hold up the air above it. They would have to be lighter than the air they are replacing.
Helium balloons float because they are lighter than the air they replace.
Now you know that objects float when they are submerged in a fluid, such as air or water, that can support them. Think about things that seem to float in outer space. Scuba divers who wear wetsuits can float to the surface very easily. To stay under water, they often have to wear extra weights. If the balloon started to sink, the pilot threw sand overboard.