Maybe you have read a folklore about moon rabbit before.
A rabbit who lives on the moon, and you can see it from the earth.
Well, Harold has kicked out the rabbit, and becoming a moon capybara (yes, Harold is a capybara).
And he's sooooo happy to be on the moon.
You can't see his feeling from his face, Harold is not good at facial expression.
But you can see it from how much "O" he puts on his words,
that's how he shows his feeling, playing with words.