I haven't used matrices for a while in latex and apologize for any bad formatting. Hopefully someone kind enough can fix it. Also, I am assuming the operation defined on $G$, and thus $H$ is the usual multiplication of matrices.
Note that $H\subset G$ is a subgroup of $G$ $\iff$ for each pair $x,y\in H$, we have $xy^{-1}\in H$
Take $x,y\in H$
I.e. for $\theta_1$, $\theta_2\in \mathbb{R}$, $x$ and $y$ are of the form:
$$x=\begin{bmatrix}
\cos(\theta_1) & \sin(\theta_1) \\
-\sin(\theta_1) & \cos(\theta_1) \\
\end{bmatrix}
, \ y=\begin{bmatrix}
\cos(\theta_2) & \sin(\theta_2) \\
-\sin(\theta_2) & \cos(\theta_2) \\
\end{bmatrix}$$
Noting $\det(y)=\cos^2(\theta_2)+\sin^2(\theta_2)=1$, we see
$$y^{-1}=\frac {1}{\det(y)}\begin{bmatrix}
\cos(\theta_2) & -\sin(\theta_2) \\
\sin(\theta_2) & \cos(\theta_2) \\
\end{bmatrix}=\begin{bmatrix}
\cos(\theta_2) & -\sin(\theta_2) \\
\sin(\theta_2) & \cos(\theta_2) \\
\end{bmatrix}$$
So,
$$xy^{-1}=\begin{bmatrix}
\cos(\theta_1) & \sin(\theta_1) \\
-\sin(\theta_1) & \cos(\theta_1) \\
\end{bmatrix}\cdot\begin{bmatrix}
\cos(\theta_2) & -\sin(\theta_2) \\
\sin(\theta_2) & \cos(\theta_2) \\
\end{bmatrix}$$
$$=\begin{bmatrix}
\cos(\theta_1)\cos(\theta_2)+\sin(\theta_1)\sin(\theta_2) & -\cos(\theta_1)\sin(\theta_2)+\sin(\theta_1)cos(\theta_2) \\
-\sin(\theta_1)\cos(\theta_2)+\cos(\theta_1)\sin(\theta_2) & \sin(\theta_1)\sin(\theta_2)+\cos(\theta_1)\cos(\theta_2) \\
\end{bmatrix}$$
$$=\begin{bmatrix}
\cos(\theta_1-\theta_2) & \sin(\theta_1-\theta_2) \\
-\sin(\theta_1-\theta_2) & \cos(\theta_1-\theta_2) \\
\end{bmatrix}$$
Here I used the angle sum formulas.
Clearly $xy^{-1}\in H$ since $\theta_1-\theta_2\in \mathbb{R}$
Thus $H\subset G$ is a subgroup of $G$.