Question

CH4 is more stable than CO2​

Answer 1

CO2 is the most stable. In the presence of a lot of hydrogen (e.g. the atmospheres of the gas giants), CH4 is the most stable. In terms of heat of formation, CO2 is the most stable (lowest, most negative heat of formation from the elements).

Answer 2

A bit of an awkward question, ill try to explain better:

When methane is burned, the hydrogen and carbon atoms separate and both combine with oxygen, creating CO2 and H2O, releasing energy because these molecules are in lower energy states than methane.

I also realize this is the same with many other molecules. So my question is why are some molecules more "easy" to exist than others?

Don't be afraid to use big words. I'd rather an explanation that i don't understand than one that only explains a small portion.