You can start collecting Helium right away in StarRupture from small meteorites dotted around the planet's surface. But, at first, you won't have any use for it. Once you've got your head around the likes of Wolfram, Titanium, and Calcium, you'll need to get this resource en masse. Luckily, the Helium locations aren't all that far away...
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How to get Helium in StarRupture
Source: PC Gamer (opens in a new tab)