Or, rather than walks, floats; for helium, at room temperature, is a gas, and thus has no legs with which to walk, and, due to its lighter-than-air nature, does not sink to the ground. The bartender himself is confused, for not only is helium invisible to the naked eye in the absence of another object to contain it, should quickly dissipate. Furthermore, a cloud of helium, lacking any sort of motor system, is at the mercy of atmospheric currents and cannot enter a bar under its own power. It should not have been capable of opening the door to the bar. Even if it could, hypothetically, propel itself in such a manner, the lack of any semblance of a nervous system would make meaningful coordination difficult, if not possible. And, if the cloud of helium has no nervous system, how can it think to enter a bar? How can it be self-conscious enough to know that it desires a drink? To question it is to question the nature of the self itself. What is the self? Is the self the physical body? But when the body is wounded, and, say, a limb is lost, the removed tissue is no longer considered part of the self. Is the self the consciousness? Yet nobody denies that an individual is no longer himself when he sleeps. Is the self a spiritual force, invisible and nebulous like the helium which provokes these questions? No scientific, empirical evidence of such exists; it is the domain of scholars, priests, and mortals who chase the shadows of the unknown. Who could say? It is a question that mankind has struggled to solve since the dawn of time without success.
The bartender is facing an existential crisis when he recalls the bar's policy towards noble gases and his psyche is once again put at ease. "You're going to have to leave, we don't serve your kind here," he says, grunting at the mass of atoms.
The helium doesn't react.
(note:I didn't write this, I just thought it was funny).