PenPen

Pen Pen TriIceLon (ペンペン トライアイスロン), known simply as PenPen in Europe, is a Sega Dreamcast racing game by General Entertainment. It was one of the first Dreamcast games to be announced, PenPen TriIceLon is a 1-4 Player triathlon game consisting of running, belly-sliding and swimming. Each player controls a penguin-hybrid (PenShark, PenOctopus, PenSeal) and races in one of 4 worlds: Sweets, Jungle, Toys and Horror. There are 5 races in each world: Easy, Medium, Hard, VS. Same and VS. Hanamizu, where you have to race against a cheater. In every race except Easy, there is also an obstacle somewhere in the walking area. A list of the characters and worlds (including where the obstacles are) is below.

Source: TheGamesDB