Only hints please no full answers!
Let $$E=\{u\in H^1(\mathbb{R}^2):\lim_{y\to\infty}u(x,y)=0,\forall x\in \mathbb{R}\}.$$
We have that $E$ is a subspace. Is $E$ closed?
Suppose that $\{u_n\}$ is a sequence in $E$ such that $u_n\to u\in H^1(\mathbb{R}^2)$. We have that $u_n\to u\in L^2(\mathbb{R^2})$ and $\nabla u_n|_\omega\to \nabla u|_\omega\in L^2(\mathbb{R}^2)\times L^2(\mathbb{R}^2)$ for all compact sets $\omega\subset\mathbb{R}^2$. I'm not sure if this is enough though to show that $u\in E$.
Since I don't have an idea on how to solve the above, I am tempted to ask that in general, can we find integers $m,p>0$ such that $$E=\{u\in W^{m,p}(\mathbb{R}^2):\lim_{y\to\infty}u(x,y)=0,\forall x\in \mathbb{R}\},$$ a closed set?
$\newcommand{\R}{\mathbb{R}}$ As pointed out by Raoul, already the definition of $E$ is troublesome, since $u \in H^1(\R^2)$ is not really a function. Even if we say that it's a function up to equality a.e., limits along lines still don't make sense.
To make things meaningful, recall the trace operator, or rather the whole family of traces: $$ T_x \colon H^1(\R^2) \to L^1(\R) \quad \text{for all } x \in \R. $$ The fundamental property of $T_x$ is that
With $T_x$ you can now meaningfully refer to $u(x,y)$ as a function of $y$ (for each fixed $x$). But what about the limit?
$\newcommand{\ACL}{\mathrm{ACL}}$ For this, recall the $\ACL^2$-characterization of $H^1(\R^2)$ ($\ACL$ stands for absolutely continuous on (almost all) lines). That is, the following theorem:
ACL characterization.
Asking for the limit $\lim_{y \to \infty} v(y)$ makes sense if $v$ is continuous, and hence also if $v \in H^1(\R)$. With the above theorem, you can safely define $$ E= \left\{ u\in H^1(\R^2): \lim_{y\to\infty} T_x u(y)=0 \quad \text{for a.e. } x \in \R \right\}. $$ Good luck!