In that episode, Papa Bear tells his son that he can have a pet, but Baby Bear can't figure out what kind of a pet to have. Telly suggests a hamster, like Chuckie Sue. Elmo suggests a goldfish, like Dorothy. Old MacDonald and his animals suggest a cow or a pig. Even the Big Bad Wolf suggests himself as Baby Bear's pet. Finally, Papa Bear arrives with a parrot. Baby Bear excitedly names the bird Ralphie, and starts teaching him to talk.
Ralphie has made sporadic appearances over the years. In a 2003 episode, Baby Bear sang to Ralphie about being different and the same. In a 2004 episode, Baby Bear argued with Telly, Elmo and Zoe about whose pet was the best in the world. Maria helped the monsters to see that each of their pets is special.
Ralphie has proven himself to be quite a talented bird. Besides mimicking what those around him say, Ralphie also rhymes, as revealed in a 2007 episode. According to Baby Bear, he can also sing and dance.