If you bring up the Club Penguin Times and click “Read More” on the lead story, you will flip over Aunt Arctic’s article and in the picture caption, it says “There are lots of Extremely Perplexing Features around the island”. If you put your mouse over the E, P, or F, they will light up red and you can click them to bring up the secret message shown below.
If you check back, you’ll notice that he’s made some progress and is on step #3 now!