Q: Why was the noble gas sad? A: Because all his friend argon.
Q: Why are all his friend gone? A: He just can't seem to bond with other elements.
The world we live in is made of atoms, which are the smallest constituent unit of ordinary matter that has the properties of a chemical element. Every atom is composed of a nucleus and one or more electrons bound to the nucleus. The nucleus is made of one or more protons and typically a similar number of neutrons. Since the electrons and protons carry charge, in each atom the number of protons in equal to the number of electrons.
The difference between the different atoms (or elements) is in the number of protons / electrons. Hydrogen is the lightest element, and it contains one proton in its nucleus, and one electron orbiting it. Helium is the second lightest, and it has 2 protons and two electrons, etc. Oxygen, for example, contains in its nucleus 8 protons (and typically 8 neutrons as well), which is orbited by 8 electrons.
The electrons, though, cannot orbit the nucleus at any radius. As it turned out, the electrons can orbit the nuclei only in discrete, well determined orbits. In fact, this realization was the basic trigger for the development of quantum mechanics, which, among other things, determines the orbits in which electrons can be in; as its name implies, these orbits are quantized (=discrete).
Not only that these orbits are quantized, according to the laws of quantum mechanics there is a maximum number of electrons that can occupy each orbit. For example, the maximum number of electrons that can occupy the first (inner most) orbit, also known as the "K shell" is 2. The maximum number of electrons that can occupy the 2nd orbit (the "M shell") is 8, the third ("M shell") is 18, etc.
Thus, in a hydrogen atom (when not excited), there is 1 electron, which is in the inner most orbit - it is energetically favoured. In a helium atom, there are 2 electrons, and both occupy the inner most orbit. Since this is the maximum number of electrons allowed in this orbit, in the third element (lithium) which has three electrons, two occupy the inner most orbit, but the third cannot be there, so it must occupy the second orbit. Thus, in a Lithium atom, there are two electrons in the inner orbit, and one electron in the second orbit.
The outermost shell of an atom that is occupied by electrons has a special name: it is known as the valence shell. Roughly speaking, the number of electrons in this shell determines the chemical properties of the element. The reason is that these electrons are the furthest away from the nucleus, and thus (very crudely) are the easiest to interact with other atoms - and these interactions form molecules. When a molecule is formed, electrons in the valence shell are "shared" between the atoms. As a rule of thumb, energetically the most favourable situation is such that each outer most orbit is fully occupied. This explains why a given atom interacts with certain atoms and not others. For example, in hydrogen (H), there is one electron in the valence shell, which is the inner most, while it can occupy a maximum of two electrons. In oxygen (O), there are 2 electrons in the inner most shell, and 6 electrons in the second shell. Thus, it is energetically favoured for an oxygen atom to interact with 2 atoms from which it can share their two electrons; thus, one oxygen atom relatively easily connects with two hydrogen atoms to form a molecule - H2O, also known as water. In such a molecule, the hydrogen and the oxygen "share" their valence electrons, so that their valence shells are fully occupied. Another example is sodium (Na) which contains 11 electrons: 2 in the inner most shell, 8 in the second shell, and 1 in the third shell; it easily interacts with chloride (Cl) which has 17 electrons: 2 in the inner most shell, 8 in the second shell and 7 in the outer shell (missing one to fill a sub-structure of the shell) to form NaCl, which we happily eat as sea salt.
Noble gases are a group of chemical elements with similar properties. There is one thing in common to all of them: their valence shell is fully occupied. Thus, energetically, they do not favour sharing their valence electrons with any other element. In other words, they tend not to interact with any other atom, hence their name "nobles". There are six noble gases that occur naturally: helium (He), neon (Ne), argon (Ar), krypton (Kr), xenon (Xe), and the radioactive radon (Rn). A seventh, heavy and non-natural element is Ununoctium (Uuo). Under standard conditions, all six share very similar properties - they are all odorless, colorless, monatomic gases with very low chemical reactivity.
The inertness of noble gases makes them very suitable in applications where reactions are not wanted. For example, argon is used in light bulbs to prevent the hot tungsten filament from oxidizing; also, helium is used in breathing gas by deep-sea divers to prevent oxygen and nitrogen toxicity.