In addition to Laurence's answer: it's worth to note that the reason why the pitch of a wind instrument changes is different from why the voice sounds differently with helium.
In a wind instrument the source of sound is a vibrating air column, and the frequency is proportional to the speed of sound, see https://en.wikipedia.org/wiki/Acoustic_resonance#Resonance_of_a_tube_of_air . As the speed of sound in Helium is almost 3 times larger than in air, in pure helium the pitch would be almost an octave and a fifth higher than in air.
On the contrary, in human voice the source of the sound are vibrating vocal folds, and their vibration frequency doesn't depend on the gas medium. However the wavelength in helium does change, and it affects how various frequencies interact with your throat and mouth resulting in a different timbre. See this question for more detailed explanations: https://physics.stackexchange.com/questions/122353/why-does-our-voice-sound-different-on-inhaling-helium
Finally, while helium itself is harmless, there are indeed safety considerations when breathing it, especially from a pressurized container, including risk of asphyxiation, mechanical damage and others, see e.g. https://www.healthline.com/health/inhaling-helium . Insides of balloons are often coated with talcum powder which (in large amounts/regular exposure) can cause lung issues.