"Don't Know Y" is a Sesame Street parody of Norah Jones' song "Don't Know Why." This song is about her having planned a playdate with the letter Y, who didn't show up. As she sings, Elmo sees the letter Y showing up late. Elmo tries to tell Norah, but she is too upset to notice. However, she eventually realizes that the Y did come after all.
Later broadcasts of this segment include a post-roll, in which Norah, Elmo, and the Y all yodel.