The term noble gas comes from the fact that, just like the common view of human nobility, these gases generally sit around not doing anything, and avoid reacting with 'common' elements. The noble gases were previously referred to as inert gases, but this term is not strictly accurate now that some have been shown to take part in chemical reactions.
In fact, because of their unreactivity, the noble gases were not discovered until the existence of helium was hypothetically deduced from a spectrographic analysis of the sun, and later on proven when William Ramsay isolated it. The noble gases also have very weak inter-atomic forces of attraction, and consequently very low melting points and boiling points.
These elements all have full outer electron shells, and so do not form chemical compounds easily. As the atoms get larger down the series, they become (slightly) more reactive, and xenon has been induced to form a number of compounds with fluorine. In 1962, Neil Bartlett, while working at the University of British Columbia, reacted xenon with fluorine to produce XeF2, XeF4, and XeF6 compounds. Radon has reacted with fluorine to form radon fluoride, RnF, and the compound glows with a yellow light in the solid state. Additionally, krypton is able to react with fluorine to form KrF2.