Which gas was filled in discharge tube by JJ Thomson when he discovered electrons?

Light gas, in the actual experiment, it is the Hydrogen Gas.

For better results in a cathode tube experiment, an evacuated(low pressure) tube is filled with Hydrogen gas which being the lightest gas(perhaps, the lightest element), gives the maximum value of charge to mass ratio (e/m ratio = 1.76 x 10^11 coulombs per kg) on ionisation.