GC: You have to vaporize your analyte in order for it to pass into the GC column and interact with the stationary phase providing your separation. In order to use GC, your analyte must:
Be capable of being vaporised
Be thermally stable
Be capable of producing a response from whichever detector you select.
HPLC: You have to dissolve your analyte in a solvent order for it to pass into the LC column and interact with the stationary phase providing your separation. As the technique can be adapted for anything you can dissolve (well almost!) and (most of the time) the analyte wont degrate before you get it onto the column it is more suitable for analysis of thermally labile materials.