The penguin refers to going outside your norms and not being part of the crowd. Going on your own goals basically
The penguin was based on a nature show thing and the penguin refused to go back to it's own group, he'd just run towards the mountains. He had trauma from the loss of his mate. People took this and made it into a theme
Unfortunately the penguin was found on the beach dead, but people say he "lived" in a way where he was determined to "reach the mountain"