There is a reason why Skipper called Julien their best singer in The Movie and they decided on something other than a power ballad to get the MP3's attention. It all goes back to Madagascar. While Kowalski has had many songs and Roger is a gifted singer, JULIEN was the one who sang over the movie's credits with "I like to move it, move it". Not only did Julien sing it, but it has a similar beat to Julien's MP3 song!
He also sings the credits in the third Madagascar movie.
Julien is surprisingly good when it comes to athletics, which stems from two things: 1.) Being a dancer all his life and 2.) Always having to deal with the fossa back on Madagascar.
It should be noted that dancing does technically count as a sport.
In "Endangerous Species" Kowalski proudly holds up a rare atom and tells everybody there's only one in the known universe and he found it...in Rico's gut. You don't see Rico choke anything up for the rest of the episode. He fails to choke up a chainsaw at the expected time and only coughs up a feather, which hardly counts. In fact, when Kowalski asks if he's got another, he can't find another. Looks like that atom is Rico's power source. Presumably he gets it back in time for the next episode...
I just realised that Rockgut and the Red Squirrel are a parody of the "Red Scare". Rockgut represents America's obsession during the second Red Scare about the infiltration of America by communist spies which is why he accuses everyone of being the Red Squirrel (Communist spy), the Red Squirrel represents Communism as itself. Rockgut's attitude is treated exactly like it would be treated today...as paranoid lunacy. The extreme patriotism Rockgut represents is regarded as risible and obsolete.
It also shows that communists in general (Red Squirrel) didn't really do as much to America as the Rockguts of this world would like to believe. The episode showed the real danger of the "Red Scare": that the paranoia caused by thinking that anyone could be working for the enemy (even your own friends and neighbours didn't escape suspicion) was more dangerous than the enemy themselves.
The theme of the show delivering twisted morals continues in "The Big Squeeze". Instead of having the classic "Never judge a book by its cover" or "Never trust stereotypes", it says something more important; "Trust your instincts about people: if they look shifty, they probably are", as well as "There's a reason for stereotypes—there's often some truth behind them". "We know the penguins are paranoid; here's why".
Savio also functions as a jarring Knight of Cerebus for the series (around about the time DreamWorks Animation's other cartoon spinoffs got Darker and Edgier). Every antagonist prior had moments of ham or silliness (even Dr Blowhole had silly moments, due to his love of Evil Gloating and theatricality). Savio does not. He is also the only antagonist the penguins were never able to defeat by themselves and the only antagonist that was perfectly willing to kill (not defeat, not capture, kill) the main cast.
Marlene's tendencies to go wild—when she is in the park for first time, she looks scared at first, when she realizes she really is not in zoo, before she go wild. And in "Littlefoot", when she was deprived of her wild herself, she was extremely fearful. Maybe going wild is her way to defeat fear. (But it cannot explain, why she does not remember anything about she was wild).
Kind of minor thing, but Kowalski's fear of the dentist at the end of "Needle Point" is actually somewhat rational—all zoo animals are required to have oral checkups, so even though birds (penguins included) don't technically have teeth, they're still required to see a dentist once in a while.
Why hasn't Blowhole troubles with eyepatch like Red Squirell? Because dolphins use echolocation, so lack of one eye doesn't bother him so much.
In "The Lost Treasure of the Golden Squirrel", we see at least one rat fall into the lava. No graphic detail on the landing, but still. Brr.
This is Horror AND Brilliance. In "Time Out", Julien and Kowalski are frozen in time, seemingly forever. Who knows how much time (or rather, duration) went by since Julien stuck his gum everywhere and Kowalski made all those inventions, so by the time time is unfrozen, there's the possibility that they both aged significantly, since time has stopped but duration continues. Then again, they're cartoons, so there's no telling if they really aged at all; the Brilliance part comes in the fact that since K's invention stops time, they didn't miss a single second of their lives.
What would have happened at the end of "I was a Penguin Zombie" if Skipper didn't force himself to speak clearly. Rico would have slashed him open with a chainsaw and really would have killed Skipper. Kowalski would have also experimented on him and subjected his own leader to a grueling series of increasingly painful tests.
In "The Big Squeeze" Private, Marlene, King Julien, Maurice, Mort were eaten alive. If the other Penguins and Burt hadn't rescued them, they would have been digested alive as well.
Rico swallows and pukes out a conscious Kowalski in "Private and the Winky Factory"
Whatever Rico's been through before the brain switching of "Sting Operation", it was bad enough to mentally scar Kowalski. Note that this is the same Kowalski that somehow got a wombat brain and very much wanted to experiment on "zombified" Skipper's body.