In ordinary matter made from atoms, the materials with the highest density are those which pack the largest number of protons and neutrons per unit volume. read more
Assuming you mean “What is density", so basically, density is the amount of mass in a given volume. Gold is denser than say, Oxygen, because more gold atoms are in 1cm³of Gold than in 1cm³ Oxygen. As to your question what causes density, at an atomic level, bonding causes density, as it holds atoms closely together, and strongly. read more
The density of an atom is a somewhat vague concept because an atom doesn't have a sharply defined outer surface. nevertheless you can define a size based on the average lengths of bonds formed by atoms, and if you do this you find the size of atoms decreases along a row in the periodic table even though the atoms are getting heavier. read more