The mass density of a gas is typically just called the "density". This is the mass of the gas relative to the volume of the gas.
\[{\rm density={mass\over volume}}\]
Because gases that are behaving ideally under the same conditions (temperature, pressure) all have the same number density, they will all have different mass densities since different gases have different masses per particle.
Because we know the number of particles of gas (number of moles) under a given set of conditions, if we measure the gas density, then we can determine the mass of the particles. This is a means by which we can use the density of a gas to determine the molecular weight of a gaseous compound. The density is the mass divided by the volume. Plugging in the volume (\(nRT/P\)) from the ideal gas law we get
\[\eqalign{ {\rm density}&= {m \over V} \;\;=\;\; m \left({1\over V}\right)\cr &= m \left({P \over nRT}\right)\cr &=\left({m \over n}\right)\left({P\over RT}\right)\cr &= MWt \left({P \over RT}\right) }\]
where \(MWt\) is the molecular weight of the compound (\(m/n\)) in g/mol. Using this idea, we can either find the density of a gas given its molecular weight (and the conditions) or use the density (or mass) to find the molecular weight.
\[ MWt = {{\rm density}(RT) \over P}\]