From Vulture‘s interview with Fonzworth Bentley:
Why do you call yourself the Penguin?
I’ve always been with the penguins — I wrote a song for my upcoming album called “The Penguin.” The way I look at it, the penguin is the flyest bird — he wears a tuxedo every day, but he can’t fly! But what if he tried? I’m gonna represent that penguin that can really fly. Two years after I wrote the song, March of the Penguins came out, and let me tell you, I was there opening weekend! I was one of the few, I was one of the few. But I was there, first row, for March of the Penguins. That was confirmation for me that things coming up in my writing, subject matter, made sense. [Emphasis added.]
I feel much the same way. The main difference, however, is that I call myself “The Marmoset,” for obvious reasons.
I’m a New World monkey
Like my peanut butter chunky