A hydrogen tends to be more acidic when attached to a more electronegative atom. Alkynes are more acidic than alkenes, which are in turn more acidic than alkanes, is that sp carbon atoms are more electronegative than sp2 carbon atoms, which are in turn more electronegative than sp3 carbon atoms.
Acidic strength of conjugate acids CH3CH3<CH2=CH2<HC≡CH<HOH