Very intersting stuff, dodyskin. I was thinking, Huh? How could the Welsh have a word for a bird that (with one exception) is entirely and exclusively based in the Southern Hemisphere?" Then I looked it up:

Etymology:obsolete English penguin great auk, perhaps from Welsh pen gwyn white head (applied to the bird in winter plumage)
Date: 1588

Does anybody know when the word was first used to refer to spheniscids?