Performer(s) Appeared in The Great Gonzo is one of the major characters from the television series The Muppet Show. He is an odd-looking, unidentifiable alien creature with blue fur and a long crooked nose. He takes pride in his uniqueness and enjoys everything that he does, no matter how painful or ill-advised it may be. As one of the main characters from the show, he appeared in almost every Christmas special featuring the Muppets since the late 1970s.