From A Wiki of Ice and Fire
|Book(s)|| A Storm of Swords (appears)|
A Feast for Crows (appendix)
A Storm of Swords
Helly is one of the two serving wenches who carries Arya Stark up the stairs when she arrives at the Peach, in order to bathe her. She argues with another serving wench about whether Arya is a boy or a girl, and eventually wins the argument.