Many of us grew up "imitating Mickey Mouse" by sucking helium out of balloons. While small doses of inhaled helium are usually not harmful, a large enough concentration of helium can cause a number of adverse reactions. The most common reaction is headache.
Remove any source of helium immediately, to include discontinuing forced inhalation (i.e., sucking from a balloon).
Lie down on a flat surface and remain still.
Take slow, deep breaths. Hold each breath for a few seconds before breathing out. The primary cause of helium headache is reduced oxygen to the brain, so with a replenished oxygen supply, most headaches will dissipate within moments.
Remain relaxed and breathing deeply until the headache diminishes or disappears entirely. If the headache has not lessened in intensity after one hour, seek medical attention.