Its a gas

The simple things are often the most challenging.  There is no such thing as a daft question.  For example, what is a fluid? This seems a simple, even  naive  question, but when you begin to think about it the science gets really interesting.

A fluid is simply a substance which has the ability to flow, so fluids can be either gases or liquids.  A phase diagram shows the different phases (in other  words, gas, liquid or solid) in which a substance will exist as a function of temperature and pressure.
 
If you look at a phase diagram, you will notice that the boundary between liquid and solid is almost vertical and this shows that a massive increase in pressure of a liquid is required before it will solidify. Water actually works in the opposite way as the solid occupies more volume than the liquid, which is why frozen pipes burst. Have a look at a phase diagram for water.
 
Now, onto gases. The pressure of a gas is due to the gas atoms or molecules colliding with the walls of the container. The distance gas molecules travel before they collide with another molecule is relatively large, thus any forces acting between the molecules will be small. In fact, at pressures of less than 10 psi, intermolecular forces are not really significant, and at these low pressures all gases behave to a good approximation as an ideal gas. In an ideal gas the relationship between pressure, volume and temperature is shown by the following equation:
 
pV=nRT
 
Where p is the pressure, V is the volume, n is the amount of gas and T is absolute temperature. R is a constant called the gas constant. So, for perfect or ideal gases, or any gas at less than around 10 psi, they are all equally as compressible because there is no intermolecular interaction.
 
In the real world however, many gases do not behave in this ideal way, and may be more easily compressible if the molecules have an affinity for each other, or more difficult to compress if the molecules repel each other. At high pressures, forces of repulsion will dominate and ideal behaviour will fail for all gases. There are several equations which attempt to predict the behaviour of real gases but the most common one is the Van Der Waals equation.