The single most extraordinary thing about helium is this: it was discovered on the sun before it was ever discovered on the earth, way back in 1868, when the lines on the emission spectrometer turned on it gave back a result that, at first, solar-observing scientists thought was sodium until they realized what it was they had. In fact, that's where the name for the element comes from: helium, like Helios, Greek god of the Sun.
(Incidentally, whatever happened to Helios, anyway? Come Roman times, Apollo was god of the Sun. The best answer ever came in the Percy Jackson and the Olympians young adult books: poor Helios was "downsized" by the efficient Romans and his job palmed off to an already overworked god.)
As point in fact, there is almost no helium on earth; it is light enough that it evaporated during the planet's formation, and any new helium tends to float off into space. The occasions where helium exists on earth, it's produced by the breakdown of radioactive elements like uranium and thorium and trapped in the earth.
This late discovery - Helium was only discovered on earth in 1895 - is all the more incredible because Helium is the second most common element in the universe. In fact, there is more helium than there is every heavier element put together.
More Helium facts:
Helium is one of the few elements to have no "solid" state, remaining a liquid even up to absolute zero.
Helium (and an isotope of Helium) are one of the few elements to be created by the Big Bang, along with hydrogen, lithium and beryllium. Most of the helium in the universe was created by the big bang, though many more from stellar processes.
The primary use of helium is, believe it or not, in cryogenics and supercold, especially the temperatures needed for powerful magnets. Helium is the second-most chemically inert, nonreactive element and in the column with the Noble Gases, so it makes a great purge gas as it doesn't bond with anything. In fact, there are no known compounds that exist that contain helium. The stability of helium is why it is often created by nuclear processes.
80% of the world's helium comes from refining natural gas in the United States. It was us Americans denying helium as a lifting gas to the Nazis that made them use the more dangerous and flammable gas hydrogen...and led to the Hindenburg disaster.
Why does inhaling helium make your voice higher? Well, here's an involved answer: sound is made by vibrating AIR, not by a vibrating object. Sound, like everything else is a wave, and the faster the number of peaks go by in the wave, the higher the frequency (the more frequent - get it?) and the higher the timbre of a noise. Frequency = Speed/Wavelength, or F = S/W. So, the faster something moves, the greater the number of waves and the "higher" a sound is. Since helium is less dense than air, sound goes through more quickly, and therefore the frequency is higher. Don't worry, helium is inert: the only danger comes from possible oxygen deprivation. There are some gases heavier than air that make vibrations travel more slowly, of course, like sulfur hexaflouride and krypton, but unlike helium these may be dangerous to try. They stay in your lungs as they "sink" in air.