We do not really know for certain. The best theory we have suggests that all of the planets may have had huge, Jupiter-like atmospheres. If you take the current element abundances of the inner rocky planets and add enough hydrogen and helium to make the abundances look like the cosmic values, the Earth would have resembled Jupiter in size and mass. Presumably, these enormous atmospheres were lost when the Sun entered the so-called T-Tauri phase which for many other young stars is characterized by titanic 'solar winds' that are a billion times denser than the Sun's current wind. These T-Tauri winds would have scoured away the loosely-held Jovian atmospheres of the inner planets, but not have had much affect on the more distant outer planets. The existence of a T-Tauri phase for stare similar in mass to the Sun seems to be the deciding factor in transforming the appearances of the inner planets. the atmospheres they now sport came from later vulcanism and outgassing of a secondary atmosphere.