You may be able to solve the problem by deleting the Help cache.
Back up all data.
Triple-click the line below to select it:
~/Library/Caches/com.apple.helpd
Right-click or control-click the highlighted line and select
Services ▹ Reveal
from the contextual menu.* A Finder window should open with a folder selected. Move the selected folder to the Trash. Log out, log back in, and test. Help pages will be slow to load at first.
If that doesn't work, the problem may be caused by network conditions. It may go away by itself, though I can't say how long you should wait.
A persistent failure to load help data has been reported as an issue with certain ISP's, such as the Exede satellite network. Test on a different network, if possible. I've also seen at least one report that Photo Stream in iCloud can mysteriously interfere with Help. I'm not sure whether that's true, but try disabling Photo Stream, if applicable.
*If you don't see the contextual menu item, copy the selected text to the Clipboard (command-C). In the Finder, select
Go ▹ Go to Folder...
from the menu bar, paste into the box that opens (command-V). You won't see what you pasted because a line break is included. Press return.