Most divers use scuba tanks filled with simple compressed air (filtered and dehumidified). This is safe and standard within recreational diving limits – breathing other gasses or exceeding depth/time limits requires the use of specialized gas mixtures: primarily Nitrox, Trimix and oxygen.
Nitrox, also known as ‘Enriched Air’, is a blended gas consisting of pure nitrogen and oxygen. The air we breathe normally is ~21% oxygen and ~79% nitrogen (with other trace gasses mixed in); Nitrox (generally) has an oxygen percentage between 22 and 40%.
Recreationally, diving with Enriched Air Nitrox allows longer no-decompression limits (although it restricts maximum diving depth due to oxygen toxicity) by reducing the amount of nitrogen your body absorbs, thereby reducing relative risk of decompression sickness vs comparable dives using scuba tanks filled with air.
Diving with Enriched Air Nitrox (EANx) requires special safety training, a scuba tank gas analyser and a scuba tank fill location with a compressor (and gas blender) capable of both producing and ascertaining the desired gas mixture.