If you boot and get the Penguin theme, there is an F1/About box for it. The text in the About box says that to change it so that you get Penguin, or don’t get Penguin, that you should edit “gfxboot.cfg in /boot/message”.
/boot/message isn’t a directory
gfxboot.cfg is actually in /etc/bootsplash/themes/openSUSE/cdrom
It’s more like it’s incomplete rather than plain wrong. There are actually more steps to it. A new message file has to be generated after editing gfxboot.cfg. That help message probably ought to refer one to a HOWTO document on the system. But it seems that the package these files come from, gfxboot-branding-openSUSE, has no documentation.