Penguin Pal is a penguin who accompanies Donatello on his exploits in the Arctic (despite penguins never making a habitat there). This penguin wears a black bandana and helps Don with his "Ice Water Shootin' Blaster".
The Penguin Pal figurine which comes with the Arctic Donatello action figure acts as the squeeze-bulb for the Ice Water Shootin' Blaster weapon. Penguin Pal stands on a harness which can be placed on Arctic Donatello so he can ride on his back.