Tuxie is a blue baby penguin that is lost on top of Cool, Cool Mountain in Super Mario 64. She needs to be reunited with her mother. Mario picks Tuxie up and carried her down the mountain to her mother, located at its base. For finding her baby, the mother penguin awards Mario with a Power Star. However, if Tuxie is picked up again after being returned, her mother will get angry and follow Mario until he drops her. The name comes from "tux", the shortened form of tuxedo, which is a type of formal suit that bears a resemblance to a penguin's feathers. Tuxie is not actually referred to by name in the game and can easily be confused with another baby penguin who is also located on Cool, Cool Mountain. This latter penguin is located on the roof of the cabin next to Tuxie's mother. If Mario delivers this lookalike to the mother, she tells him that it looks nothing like her child (she says elsewhere that her child has her beak).
Tuxie's chirp is quite loud and sounds slightly like a car alarm. If Mario is to run and dive near Tuxie, she will perform a dive as well, making a different chirp sound. However, once Mario picks her up she stops chirping and instead emits a whining cry, which only stops once Mario lets her go. The player is able to drop Tuxie off the mountain without angering the mother penguin. But if Tuxie is dropped off the mountain and brought back to the mother she will act mad even though Tuxie had been saved from danger twice.
It's very annoying but once you get it you can keep getting it after that.