How do I know what number to put at the end of an element in a chemical equation

Eg.
Ca(s) + O2 (g) -> 2CaO

Why did the "O" on the left have a 2 beside it and it lost the 2 when it reacted and formed what is on the right?

Like in H2O The 2 means 2 atoms of hydrogen in the formula So for O2 (g) H2(g) N2(g)
It means the same thing. And(g) means that they are gases
CaO calcium oxide. Ca for calcium and O for oxygen.(oxide)