From Muppet Wiki

Shivers the Penguin was mentioned in a New York Times article on Caroll Spinney, published on April 11, 1982. The article said, "At first, the bird was supposed to be only an incidental character on the show, but he drew so large a following he was soon one of the major Muppets. Mr. Spinney, meanwhile, took on the additional characters of Oscar the Grouch, Shivers the Penguin and Bruno the Trashman."