This is because,
You might know that hydrogen only has 1 electron so to attain stability it has 2 choices.
1. It can loose the electron and for H+, and have no electron so no question of stability, because there are no shells left.
2. It can gain an electron and have 2 electrons in the outermost shell, which is a stable configuration of elements with only one shell, and form H-
So in this way it has an exceptional behaviour.