The Noble gases are called that because they are naturally resistant to forming compounds with other elements. This is the result of their arrangement of valence electrons.
All elements outer electrons are called valence electrons, and they are sorted into "shells." Most elements have incomplete shells. Metals tend to have extra electrons beyond their last complete shell. These valence electrons tend to be picked up by other elements forming ionic bonds. Non-metals tend to be just short of a complete outer shell, and tend to either pick up electrons from other elements, or share electrons with other non-metals. Even when they stay in elemental form, they are usually in molecules of 2+ atoms of the element bonded together by covalent bonds.
The noble gases are unique in that they have complete electron shells. Helium has 2 valence electrons, forming a complete shell. Neon, Argon and Krypton each have 8 valence electrons forming complete outer shells. Since the electron shells are complete, these elements don't normally form compounds, except under specific lab induced conditions. They don't even form bonds between atoms of the same element, they exist as individual atoms.