He is off-white and has many black spots on him. He is a friend of the Gorilla. He somehow lives under-water. He also must be quite strong because he can hold a gorilla. George partially causes the ending of the episode, the watchers being weirded out and turning the TV off.
George is possibly a horse, not a zebra, because he has spots on him instead of stripes and the fact that horses are meant to be ridden on, rather than zebras.
The zebra/horse is actually two people in the costume.