you should change the font for the word games and I'm agree with lethal7.. the pinguin should be re-considered... it makes me confused too. IMHO
I'll tell you, your logo has many graphic elements, try to reduce the number of elements, make it more simple.
i would definitely have the penguin 'stand up' and maybe make it more abstract or even monotone. I would advise against mixing your fonts and font colour. What software are you using? Really the best thing to do, as I am guessing your not a professional graphic designer, is either pay for one or go to your local uni/college etc and get one of the students to do it. Most will do it v.cheaply or for free to put in their portfolio. From past experience, trying to things like this myself, I was always disappointed with the amateur look of the logo. Getting a professional or experienced designer to do it would really make all the difference
The penguin does not look good in that position.. It needs to stand up. The navy/white penguin body and the red muffler make a cool color combination. "Winter" and "Penguin" go together well..