Fidgel's secret isn't embarrassing.It's either hilarious, nothing important, or downright horrifying.
The kids are daydreaming.In the early episodes, the things that happen to the kids, the places they go, etc. are almost always related in some way to the things they had been discussing/experiencing on Earth. Plus, in the later episodes, they go on the missions together.
The kids aren't daydreaming.The Penguins always sound exactly the same no matter who's going with them, plus the second episode features so many Call Backs to the first one that Michelle couldn't possibly have daydreamed unless Jason told her exactly what happened to him.
Penguins live longer than humans.In "Wise Guys", Future Fidgel comments that the Penguin crew is seven decades late. It can be assumed the Penguins are in their thirties, so if you add seventy years to that, the Penguin's future selves would be like a hundred or something. Think about it, the Penguins' future selves look younger than a hundred.
The kids live in Pennsylvania.The Poconos is a mountain region in this state, and if their parents are going on vacation, they would never drop them off with a relative that lived really far away.
Earth is considered a wildlife reservation by the Federation.They frequently modify images of space we've acquired from probes so it looks like we're alone. Why? It's probably because everyone here is so eager to preform an autopsy on any visitor from outside of our atmosphere, if you know what that means.
The Rockhopper crew always knew that Bert and the Baron were one and the same.Of course, not always, but sooner than we were shown. Shortly after the events of "I Scream, You Scream", they found out where Bert was. They then decided it would be best to play along with Cavitus and pretend they didn't know he was actually a hamster. When Michelle and Fidgel actually saw Bert go into his robot suit, they decided that would be the best time to drop the act. How would they know, you ask? Well, Fidgel and Michelle didn't sound that surprised when they saw who Cavitus really was.
Penguins only have two names, and neither of those names are surnames.Penguin names tend to follow this pattern: strange name first, common Earth name second. e.g. Zidgel Lloyd. Of course, it can sometimes be common Earth name first, strange name second, Kevin being one of the latter since it can be assumed that "Kevin" is his first name. Why don't penguins have surnames? Well, in the promo, Zidgel tried to claim that his first and middle names are "Adventure". He didn't go as far as to claim Adventure was his last name. And in "Runaway Pride at Lightstation Kilowatt", Kevin only asks if Zidgel's middle name is "Dwayne", not his last name. Also, the penguins are referred to as “Captain Zidgel”, “First Officer Midgel”, and “Dr. Fidgel”. It’s already been established that those are their first names, not their last names. Thus, someone with a certain title is properly addressed as their title and their first name combined. For example, Captain Zidgel Lloyd is properly addressed as “Captain Zidgel”, not “Captain Lloyd”. And why is the second name referred to as the middle name? In order to make clear the fact that the second name is not an alternate name for the same penguin.
Zidgel is half rockhopper penguin, half emperor penguin.Despite his bio stating that he’s a rockhopper penguin, he doesn’t have the same hair color as Dr. Fidgel, another crested penguin. The reason why he is referred to as a rockhopper penguin and not half rockhopper penguin, half emperor penguin is because he didn’t think he was emperor penguin enough due to him not growing as tall as the average emperor penguin. (In case you’re wondering what kind of penguins his parents are, he has an emperor penguin mother and a rockhopper penguin father.)
Admiral Strap got demoted to commander before the events of "Wise Guys", and got re-promoted to admiral before the events of "Oh, Mercy!"That's pretty much the only reason why he was referred to as "Commander" in "Wise Guys" up until "Oh, Mercy!" Plus, in "Kennel Club Blues", he didn't give the Rockhopper crew any orders. He only let them know more about where the gold locket came from. Whatever reason why he was demoted, the reason why he didn't let the Rockhopper crew know he was demoted, either directly or indirectly via not giving them orders in "Wise Guys", was because the events leading to his demotion were classified, and the Rockhopper crew would try to find out the reason for his demotion. Also, the reason why Zidgel called Admiral Strap "Commander Strap" in "Oh, Mercy!" was because he forgot for a second that Admiral Strap got re-promoted.