Ohmigosh CUTE. I love seeing another game with a penguin protagonist! Your penguin is adorable, and I loved the art style in your game. Wintery vibes were perfect, and your opening cut scene was great.
For the gameplay aspect, I found it easy to learn the controls, but I wasn't able to ski very far, because I ran into a little fence I couldn't get over. This felt like it undercut the skiing mechanic, which seemed like it would have been a lot of fun (loved your particle effects, too). I also wasn't able to go very fast in the area I *could* ski, because I'd run into a zookeeper too quickly to be able to switch into my disguise.
You've already got such a solid look and feel for this game, so I think with some adjustments to gameplay and the area available to ski, it would be tons of fun. I hope to see an update :) Good work!