Why does helium seem to exhibit an ionization energy affected by the shielding of electrons? According to Wikipedia, the shielding effect only happen in atoms which have more than 1 electron shells. The core electrons repel the electron in the valence shell. However, I have heard some lectures mention the shielding effect on helium atom when they explained why the first ionization energy of $\ce{He}$ is not exactly 2 times more than $\ce{H}$. 

Why is this? According to the definition of shielding effect, there shouldn't be one in $\ce{He}$ atom.
The premise is problematic as there is no 'shielding' effects in an isolated Helium atom.

However, Phillipp was correct in explaining why the ionization energy of Helium is not exactly twice that of Hydrogen.  This is because the energies of each electron are higher due to their correlated nature (i.e. they repel each other into higher, non-ground-state-like energies).  Therefore, it takes LESS energy to rip one of those electrons out of the system.