You can simply burn hydrogen. Burning it means that you combine it with oxygen, getting H2O, which is water. In the process you will generate a lot of heat too, by the way.
Many reactions also has water as a product, e.g., reactions involving acids and bases: the hydrogen atom in the acid would combine with the hydroxide ion in the base. Example: HCl + NaOH = NaCl + H2O. That is not How you do it