Who's in the Box?

My language group has been trying to solve a mystery. Last week a box appeared on the bench where we gather each day. On it was a velvet frog with a word balloon above it. The frog introduced himself as Fred and invited the children to submit yes/no questions about who was in the box. They excitedly wrote questions. The next day "Fred" had answered their questions, giving them clues. More questions, then answers followed. The students are working hard to think of good yes/no questions that will give them helpful information. We know now that it is a stuffed animal, and the animal is a mammal. They also know that the first letter in the kind of animal it is, is the same as the first letter in one of their names, but not a letter that is close to the beginning of the alphabet. The students are close to figuring out who is in the box.