What are the side effects of a failed helium suicide attempt?

Brain and lung: High pressure helium can cause bleeding in the lungs. Breathing in helium will eventually cause loss of consciousness as it causes suffocation. Brain injury can lead to myoclonic epilepsy, cognitive impairment, incoordination, double vision, loss of vision, problems with swallowing, clumsiness, increased muscle tone, etc.

Being glad: Among physically healthy people who have made serious attempts and failed, ninety-nine percent are glad, one year later, that they failed. I can't address possible brain damage from this experience but if it's not obvious, it probably hasn't happened. Embrace life -- as the old folk tale goes, "You can find something better than death anywhere."