In French, caillou usually means “pebble” or “stone”, but it can also mean “bald head”, which was most likely the writer’s intention. The official Caillou website answers the common question “Why is Caillou bald?” by explaining that the original storybook character of Caillou was much younger than the television character, and like many very young children, had no hair.

The colour orange occurs between red and yellow in the visible spectrum at a wavelength of about 585–620 nm, and has a hue of 30° in HSV colour space. It is numerically halfway between red and yellow in a gamma-compressed RGB colour space, the expression of which is the RGB color wheel. The complementary colour of orange is azure, a slightly greenish blue. Orange pigments are largely in the ochre or cadmium families, and absorb mostly blue light.

I can’t explain Caillou since we never watched it much except that it is French and his name means little pebble, so maybe that’s why he’s bald.