You are trying to export an ImageCollection. The MODIS product you are using has daily images, thus there are 29 images in your collection.

You can either combine this collection of 29 single-band images into an image with 29 bands or reduce the collection to a single image for export.

This would be the code to export the mean temperature for the month of april.

Export.image.toDrive({
image: sst.select('sst').mean(),
description: 'sst Apr 2017',
scale: 500,
region: EEZ
});

You are trying to export an ImageCollection. The MODIS product you are using has daily images, thus there are 29 images in your collection. The export to Drive only allows images, not collections, hence the error you see.

You can either combine this collection of 29 single-band images into an image with 29 bands or reduce the collection to a single image for export.

This would be the code to export the mean temperature for the month of april.

Export.image.toDrive({
image: sst.select('sst').mean(),
description: 'sst Apr 2017',
scale: 500,
region: EEZ
});