Depending on the exact room temp, say the helium is in a plastic (one of the ones you buy already full of helium) balloon. Now, you should notice the balloon may be a little squishy, but it is still afloat and looking happy. If you took it outside on a cold day, it would deflate, but when you take it back inside where it is warm, it will reinflate. This is called Boyle's Law. Think if it as if the Helium molecules are partying in the balloon, but when they go out in the cold, they huddle together for warmth.