It's a little known fact that Ernie's name was originally spelled Urnie. He is named after the urn in which Jim Henson used to keep his grandmother's ashes. Once Henson became wealthy, he transferred her ashes to a fancier container, and changed the spelling of Ernie's name to hide the truth...

Similarly, Kermit the Frog was originally McDermott the Frog, and was an Irish nationalist back in the 70s. In one sketch, he made a trip to Belfast, and learned that "It's not Easy Being Green." Miss Piggy was originally Mr. Piggy, the cop sent out after McDermott. He was always trying to catch McDermott in those days, which translated neatly to Miss Piggy trying to trap Kermit into marriage in the later episodes.