From Muppet Wiki

The Three Bears are the classic trio of fairytale ursines, consisting of a large papa bear, medium-sized mama bear, and tiny baby bear. In an early Sesame Street skit, an Anything Muppet version of the family attempts to count each other. They sound off in turn but then go round again and reach the number 7 before Goldilocks intervenes.

Goldilocks uses the family's beds, chairs, and plates to prove conclusively that they are the three bears. The family is happily relieved when their number is confirmed. Their piece of mind is short-lived, however; once Goldilocks says they can now enact the story of the three bears, the family is terrified by the thought of wild bears in their midst and run around in terror.

Other incarnations of the three bears appeared in books, but it wasn't until the 1990s that the family unit of Baby Bear, Papa Bear, and Mama Bear took up permanent residence on Sesame Street.