Your main problem with lighter than air gasses is that the lift provided by gas is very small compared to the enclosed volume.
For an earthlike atmosphere you have an average density of air at sea level: $$\rho_{air} = 1.292 kg/m³$$
If you take your average human being, your density is somewhat a lot more than that. If you go into a swimming pool, stretch out fully and lay yourself in the water you will most likely barely stay afloat. That is because on average, the human body has a density slightly less than that of water:
$$\rho_{human} \approx 985 kg/m³ \approx 762*\rho_{air} $$
So your average human is 762 times more dense then air. (Hence we firmly stand on the ground). Even if you take most avian species of earth, your average density will be several hundred times more than that of air. Meaning without them flapping and spreading their wings, they would plummet to the ground just like yourself.
If your animal is to float by itself without any additional lift provided by wings, then your animal as a whole must have an average density of less than the air at sea level.
The maximum lift you could achieve - theoretically - would be to enclose a total vacuum within a solid body. Then your lift would be $1.292kg$ for each $m³$ of air you displace - at sea level. We have yet to find any substance that can enclose that space and not exceed the weight limit without being crushed by the atmospheric pressure. Thus we use lighter than air gasses which exert the same pressure but have a much lighter density. The best candidates for that are Hydrogen $\rho_H = 0.090 kg/m³$ and Helium $\rho_{He} = 0.178 kg/m³$.
They acutally reduce your maximum lift compared to a complete vacuum but don't require your containing structure to be as sturdy, thus your maximum lift will be about 8-16% less than with a vacuum. Hydrogen, while readily available, obviously has the major disadvantage of being highly combustible when mixed with Oxygen. Helium on the other hand is rather rare compared to Hydrogen.
Still if we assume we are using Helium, your maximum lift will be: $1.292kg/m³ - 0.178kg/m³ = 1.114 kg/m³$
The most efficient body to enclose any kind of volume is a sphere. It has the highest volume content for the lowest surface area. The volume of a sphere is calculated by $V_{sphere} = \frac{4}{3} \pi r³$ while the surface is $A = 4 \pi r²$.
The maximum mass for skin, organs, muscles etc. can thus only be $M = (\rho_{air} - \rho_{gas}) * V$. The mass of the creature is however also the surface area of the creature times its skin thickness times the skin density (wihch must also contain all organs etc). If we assume a human like density creature $M = \rho_{creature} * A * r_{creature}$.
If we bring both together:
$$
(\rho_{air} - \rho_{gas}) * V = \rho_{creature} * A * r_{creature}
$$
Now since $\rho_{air} - \rho_{gas} \approx \frac{1}{700} \rho_{creature}$:
$$
\frac{1}{700} * \frac{4}{3} \pi r³ \approx 4 \pi r² * r_{creature}
$$
or shortened:
$$
r_{creature} \approx \frac{r}{2100}
$$
Thus the creature's thickness would only be about $\frac{1}{2100}$th of the total volume enclosed... or for a creature with $2 m$ diameter, its skin could only (at best) have an average thickness of $0.5mm$ if it has the average density of human flesh. It would only get a reasonable thickness to withstand the elements if you make the creature have a 100 m radius - larger than the airship Hindenburg and even then, the creature on average would only be 5 cm thick (which is about the thickness of a slender human arm)... and it would still look like a balloon.
This doesn't sound very feasible, considering the amount of blood needing to be pumped, the amount of food needed to digest for such a huge body etc.
The only possibility for a sturdy enough skin to survive the elements and have reasonable space left for adequately sized organs would be a much denser atmosphere that can lift more mass for an equal volume.