What is a female peguin called?

Answer 1

I'm reasonably sure it's a hen, and males are cocks. (Don't snicker, even if you are a disgruntled female.) This is the correct nomenclature for game and domestic fowl, and I think it carries over to all birds.

Otherwise, you could refer to them as "ZW penguins", after their heterogametic chromosome makeup (unlike most , but not all, species, in which the male is the heterogametic sex), or simply "the female". If the latter is good enough for David Attenborough, it's good enough for me.