You want to mine it? Heh, ok…. being the second lightest known element (after hydrogen) and the second most abundant element in the universe, it is created from nuclear fusion of hydrogen in stars. On Earth (where I assume you reside), helium is primarily a product of the radioactive decay of much heavier elements, which emit helium nuclei called alpha particles; it is found in significant amounts only in natural gas, from which it is extracted at low temperatures in a process called fractional distillation.
Is that enough big words for you? Or should I start talking about the weird french dude (Pierre Janssen) in 1868 who called it a yellow spectral line signature in the light of a solar eclipse. Then I could get to use words like thermal conductivity, specific heat, soluble, diffusion, noble gases, refraction, ionized, electric glow discharge,and polarization forces.