In "Yakuza: Lost Judgement", they talk about how penguins all bunch up next to the water, but won't jump in. It's only once the "first penguin" jumps in that all of the rest feel comfortable jumping in. This idea is used as a metaphor for e.g. no one wants to stand up to a bully until the first person stands up to them, and then the rest will follow in standing up to the bully.
They then say in the game that "the first penguin" is a term of respect used in America.
Is this actually the case, or is the game just making it up? Because I've never heard the expression before in my life, and looking it up on google seems to only pull up japanese-related links.