Stefano's Italian accent causes him to be unable to make the 'x' sound. Instead, he substitutes it with the 's' sound. This means that whenever he tries to say Alex's name, it comes out as "Alice." (Not to be confused with Alice the zookeeper.)
Originally Stefano's design had him as a big, elephant seal. Eventually the designers decided that they didn't really want to go with a really big guy, so he ended up a bit more agile.
Designer Craig Kellman gave Stefano his own face.
The animators had a lot of fun with Stefano, in fact, Rex Grignon, the head of character animation for Madagascar 3: Europe's Most Wantedsaid that "Stefano would probably win the prize as the most fun new character." and director Conrad Vernon said that "The funnest character has been Stefano the seal. He's innocent, a fun idiot. His design is hilarious. And he's voiced by Martin Short. So we could go nuts with the animation. For every sentence, he has six other thoughts."
His dream was always to be shot out of a cannon.
Seemingly has a very close (If not powerful) bond with all his friends. Like for Vitaly, when he refused to perform (Thinking the circus didn't need him anymore) It left Stefano heart broken and in tears until Alex talked to the tiger. He even has formed a fast bond with Marty, who saves his life after his first cannon ball act had too much power. Resulting in a partnership in their newly formed act. When the Zooster's secret is exposed Stefano is devastated and cries in Gia's arms for comfort, realizing that he could've died in the hands of crazy stowaways but when the circus set up in New York, Stefano realizes that he can't perform without Marty and cries for the zebra and the rest of the zoosters.
Stefano loves hugs and never misses for a chance at one with his friends.
In Stefano's flashback to the circus' glory days, his whiskers are shown to have once been much thicker, resembling a moustache.
There have been a few times in the movie where Stefano can be heard without his accent.