It's not "Welcome Home" and it's not that segment from "White Stag Education" either. It's like a kermit type of puppet (in its materials/shape, not on strings) and one of the episodes it asks what your favorite color is before devolving into the usual spooky nonsense. It's a lesser-known one for sure. Anyone?
Was shaped kind of like pic related and sat at a desk like a news anchor would.