0Meet Baby Penguin! How does Baby Penguin stay cozy and warm? Where does Baby Penguin play? Follow along as she experiences her world, from playtime to bedtime. The simple, comforting stories in this go-to baby gift series have made it a multimillion seller. Featuring a permanently attached plush finger puppet, each volume offers parents and children a fun, interactive way to play and read as they build a lifelong love of books together.