Balloons filled with helium are part of May Day celebrations. However, you should leave the helium inside the balloons and not inhale it, not even as a joke. Recreational inhaling of gases is very dangerous.
After being inhaled, helium remains in the lungs and can lead to unconsciousness, suffocation and therefore even sudden death. The inhaled helium displaces oxygen from the lungs, and only a few inhalations are required for suffocation.