From the Super Mario Wiki
Bones finds Donkey Kong Jr. depressed on the street, as he was unable to find his father, Donkey Kong (who had previously escaped from his circus). Bones takes pity on Donkey Kong Jr. and decides to aid him in his search for his father. The two then wander across the country on Bones' motorcycle, going on various misadventures during their search. Donkey Kong Junior's favorite expression is "Monkey muscle!", which he also said Bones should use to believe in himself. Although clumsy and diffident at times, Bones is a good voice of reason when Donkey Kong Jr. get in over his head.