In sentence 1, the reference is to the "player's helmets," and since "helmets" is plural, the pronoun must be plural as well; that's why you use "they." In sentence 2, the phrase beginning with "which..." is a modifier, and a modifier is presumed to modify the thing it's next to; in this case, that's "library," and it doesn't make sense to leave the library at the front desk. You want that modifier to be describing "books," and the revised version of the sentence does that. So in version 1 of sentence 2, it's not that "we" is incorrect, it's that the entire modifier is misplaced, and in rearranging the sentence to correct that error, one must change the pronoun to correctly refer to "books."