Why do noble gases like Xe and Kr form compounds, despite offending the octet rule?
When we say that noble gases are stable it means that they are more stable than the rest. Yet it is to be considered that even these have ionisation potential ;though high. if we make a noble gases react with such ions that help in their bonding then we can have a compound of noble gas. Search this on Google.


  The first published report, in June 1962, of a noble gas compound was by Neil Bartlett, who noticed that the highly oxidising compound platinum hexafluoride ionised O2 to O+
  2. As the ionisation energy of O2 to O+
  2 (1165 kJ mol−1) is nearly equal to the ionisation energy of Xe to Xe+ (1170 kJ mol−1), he tried the reaction of Xe with PtF6. This yielded a crystalline product, xenon hexafluoroplatinate, whose formula was proposed to be Xe+
  [PtF
  6]−
  . It was later shown that the compound is actually more complex, containing both XeFPtF5 and XeFPt2F11. - Wikipedia, noble gas compounds


This was the first real compound of any noble gas.