When you play Penguin Pursuit, you must use the arrow keys on your keyboard to move your penguin (you are in control of the black penguin and always begin on the left-hand side of the screen.)
Once you move past Level 1, the maze will begin to rotate and so will the direction that your arrow keys move the penguin. The blue arrow on the iceberg will always correspond with the up arrow on your keyboard. So if the blue arrow points left, the up arrow on your keyboard will move you left, the left arrow will move you down, the down arrow will move you right, and the right arrow will move you up.
Some users like to think of the arrow keys as the cardinal directions (north is up, south is down, east is right, west is left). The blue arrow on the iceberg always points north. For example, if the blue arrow points down, then north is down. If you want to move right, you want to move west and must press the left arrow key.