The help
keyword argument needs to be given a string, not a Streamlit command.
help_txt = '''
# This is a header
This is plain text with some :red[color].
Check out [Streamlit](https://www.streamlit.io)
'''
st.number_input('label',0,10,0,1, help=help_txt)
Note that color only works for Streamlit v1.16.0 that was released a few days ago, be sure to update if you want that.