There are plenty of methane ice underneath the ocean, so having a bit of methane gas within the ocean isn't unusual.
Some of the very first documentations of the Bermuda seems to concur with this fact; the recurring "moving/dancing lights/flame within the triangle" in most logs are consistent with the theory of an abundance of methane within the immediate area; the gas escaping from the water can easily distort distant images/refract light, in most cases this is how mirages are formed anyway...
Despite the fact that this is all theory anyway, a number of other things are not accounted for, such as why pilots often report an incompetency to navigate within the triangle, why no distress calls are ever made (by those who really, actually disappeared)... but these can be discounted as exaggerated rumors.
Above all else, the triangle doesn't actually boast a large amount of incidents considering the frequency of boats and planes traveling through the area...
The real mystery is why people actually believe there's anything supernatural behind the triangle... it's just exploited by the media for easy attention.