Remember a while back when there was the you decide poll with all the gnomes? Well in the picture all the penguins were grey. Most people thought grey would be the next Club Penguin color. Well its not. Let's have Screenhog explain:
"It's not a new penguin color... but we do put the clothes on grey penguins for a reason. Grey is neutral - which means it doesn't look strange next to a different color. If we were to use a yellow or dark blue penguin all the time when we designed clothes, we might end up making a lot of clothing items that look really good on yellow or dark blue penguins, but nothing else! Using a grey penguin gives us the best chance of creating clothing items with colors that work on all penguins."
