More than bunnies, more than bushbabies, more than puppies more than Brad Pitt, penguins are the Cutest Animals In The World™.
The rule on the continent is that you aren't to approach wildlife closer than 10 meters or there abouts (more if they are nesting/have young). Of course, this doesn't stop them from approaching you and penguins will.
With no natural land predators they don't pay much attention to humans, but they can be curious and come right up to you.
Did I mention how cute they are?