Gonzo

Gonzo is one of the main characters of The Muppets franchise, and the main protagonist of Muppets from Space (which makes him the only main Muppet protagonist of a movie besides Kermit).

Gonzo is the daredevil performance artist of the show and makes crazy stunts. He seems to love the thrill, or even the pain, and in a running gag, he shows amusement in rather dangerous situations.

Gonzo is best friends of Kermit and Fozzie, and in Muppet Babies he had a crush on Miss Piggy in early years. His best friend is Rizzo the Rat.

As a running gag, it is never specified what species Gonzo is, and he is simply called a "whatever". In Muppets from space, it is revealed that Gonzo is an alien.