Well, this is an easy spot, isn't it? Just scrape the coloured bit off a citrus fruit and there's the pith.
As for a pith helmet, that explorers used to wear to protect their heads from the sun:
photo by Daderot
presumably that's stuffed with orange skin (I mean, the thing does seem to come with its own juicer).
Sadly, though, this isn't the case. Pith helmets are either made of cork or stuffed with the insides of the sola plant (hence the pith helmet's other name of sola toupee*, which I always assumed was something to do with toupees and the word solar, but isn't**).
Even more sadly, the bits of the sola plant that are used to stuff a pith helmet aren't really pith at all, but a very soft and light sort of wood. Pith is the spongy stuff sometimes found inside youngish shoots, importantly those of the sago plant, which, after processing (it's poisonous) gives us a milky pudding.
The soft insides of a bone or feather can be called the pith, too - and so can the centrally important part of an argument.
Mind you, spotting one of those in this post will be quite impossible.
Spot the Frippet: pith. This word comes from the Old English pitha.
PS: A reader has contacted me via Twitter to point out that sago only makes a milky pudding if you add milk to it. This is true.
*I'm obviously still confused. I meant topi, here.
**Topi is the Hindi for hat, and toupee is from the Old French toupet, forelock.