Some mountains are over 8000 meters high there is very little air at that height. Climbers often have to carry oxygen with them.
Because the higher you rise in altitude, the thinner the air gets. There is oxygen there, just less parts per million. This area on mount Everest is called the death zone.
As you go higher into the atmosphere, there's less air pressure and therefore less oxygen. Your body needs lots of oxygen to survive, especially while climbing difficult terrain, and at the altitude of Mount Everest there is hardly enough (although it is possible to climb Everest without extra oxygen). Anyway, most climbers see it necessary to used extra bottled oxygen to supply the extra oxygen to their bodies.