This has the character of a homework problem (even if it is not one). It belongs in the homework section and should use the homework template.
A few observations...
The free body diagram comes first. Before you try to figure out which direction things are moving you should identify the forces and add them to the free body drawing. Figuring out which direction things move comes after.
The tension in a rope can only ever pull. It can never push. What does this tell you about the direction of the force of the rope on the penguin (if any)?
The rope acts as a constraint. The problem says nothing about the pole being up-rooted, the penguin's wings slipping on the rope or about the rope stretching. So the pole does not uproot, the wings do not slip and the rope does not stretch. Whatever else may happen in the problem this says that the penguin cannot move farther to the right than the rope will allow.
You may assume that the penguin just stands there, holding on. He is not pulling in the rope hand over hand (or wing over wing). As the problem says, he "holds on", not "reels in".