Craters form when something from space hits a planet -- leaving a huge hole (crater) where it crashes on the planet's surface. On the terrestrial planets (Mars, Earth, Venus and Mercury) we can see the physical crater, because it is a huge dent in the planet's surface. But on gas planets, there is no hard surface for the crater to form on because the planet is all made of gas!

Although we can't see craters on the gas planets, we can see craters on some of their moons (which are non-gaseous).