Who discovered that Helium affects your voice?
With helium the knowledge of voice change goes back perhaps to as early as 1919, when US Navy started experimenting with alternative gas mixes for deep diving. Before this helium was very rare and expensive, so it is unlikely that sizable quantities of it were inhaled. The idea was due to Elihu Thompson, an electronics engineer and inventor, who speculated in 1919 that nitrogen narcosis could be avoided if oxygen was mixed with other gases. Around the same time C.J. Cooke applied for a patent on the use of helium in a breathing gas mix. A series of experimental dives was done on the U.S.S. Falcon, which included at least one dive to 150 feet on a heliox mix. However, the first record of voice change is from more systematic experiments done in 1925:"Divers commented on the ease of breathing helium, but noticed that they always felt chilled while breathing heliox mixes. The change in voice characteristics often made communication at depth difficult."
It appears that the effect became common knowledge later due to inhaling helium from toy balloons at parties, a bad idea that can lead to asphyxiation, but popular nonetheless. However, helium is not the only gas that raises voice timbre. Inhaling any gas lighter than air would do the same because sound waves in it travel faster, while vocal cords oscillate at the same frequency. So hydrogen would work even "better". Rubber balloons filled with hydrogen were originally used by Michael Faraday in 1824 in physics experiments. Toy rubber balloons were introduced the next year by Hancock, and vulcanized ones by Ingram in 1847. I am not aware of any record that Faraday took gulps from his balloons and talked squeaky, but who knows. By the way, inhaling hydrogen is an even worse idea than inhaling helium because its mix with oxygen is highly explosive, from a smallest spark.