My textbook says removing an electron always requires an input of heat. Better to say it needs input of energy, which can come e.g. from thermal motion, ongoing reaction or absorption of a photon.
Ionization (of neutral atoms or positive ions) is always an endothermic process as bound electrons have lower energy than free electrons. It is very analogical to astronomical bodies bound by gravity of the central body. Note that ionization can be a part of more complex overall process that can be ( even highly ) exothermic.
$\ce{Na+(g)}$ + $\ce{e-(g)}$ are not more stable than $\ce{Na(g)}$ by itself. In fact the opposite. $\ce{Na+}$ is more stable than $\ce{Na}$ if and only if there follows a process making all the operation thermodynamically favourable, like production of solid salt or hydrated $\ce{Na+}$ ion.
Imagine high temperature gas that consists of $\ce{Na}$ and $\ce{Cl}$ atoms. Chlorine afinity to electron is lower than sodium ionization energy. So reaction $\ce{Na(g) + Cl(g) -> Na+(g) + Cl-(g)}$ is thermodynamically unfavoured. It becomes favoured and exothermic, if ions pack together to form ionic pairs and later solid ionic lattice. Then coulombic energy released by bounding ions together overcomes unfavoured process of forming independent ions in gaseous phase.
Helium electron affinity is negative, estimated byWikipedia: Electron affinity data page as $\pu{-0.5(2) eV}$ ($\pu{-0.5 \pm 0.2 eV}$). Note that (from the link):
Negative electron affinities can be used in those cases where electron capture requires energy, i.e. when capture can occur only if the impinging electron has a kinetic energy large enough to excite a resonance of the atom-plus-electron system. Conversely electron removal from the anion formed in this way releases energy, which is carried out by the freed electron as kinetic energy. Negative ions formed in these cases are always unstable. They may have lifetimes of the order of microseconds to milliseconds, and invariably autodetach after some time.
There are more elements with negative electron affinity than just noble gases. Most of them are metals/metaloids ($\ce{Be}$, $\mathrm{Mg}$, $\ce{Mn}$, $\ce{Zn}$, $\ce{Cd}$, $\ce{Yb}$, $\ce{Hg}$, $\ce{Pu}$), sharing some electron configuration patterns, but suprisingly also $\ce{N}$ ($\pu{-0.07 eV}$).