An atmosphere is a planet’s blanket. It can trap heat, move energy around, and protect the surface from some radiation and impacts. Whether a planet can keep an atmosphere depends mostly on gravity (how strong its pull is) and temperature (how fast gas molecules move).
Earth’s atmosphere supports liquid water and life. Venus has a thick CO₂ atmosphere that traps heat so strongly it turns the surface into a furnace. Mars has a thin atmosphere, so it can’t hold heat well and is cold and dry today.
Even without getting too technical, this is a key idea: the “same size” planet can end up totally different depending on what its air is made of and how much of it there is.