After watching several episodes of Caillou with my son, I have this question burning inside. Why is Caillou bald?
From a FAQ from Chouette Publishing:
Caillou stands for all children. He doesn’t have curly blond hair, a carrot-top, brown hair, glasses, or ethnic features, because he represents all children. We wanted to make Caillou universal so every child could identify with him. And they do! Caillou’s baldness may make him different, but we hope it’s helping children understand that being different isn’t just okay, it’s normal
There is an official answer from PBS on their Frequently Asked Questions about Caillou page.
Q. Why is Caillou bald?
A. Caillou’s character is based on a much younger character featured in illustrated children’s books published before the television series was created. Generally, for children, Caillou is a larger than life image of a preschooler. The fact that he is bald does not seem to bother preschoolers in the least. Not only do they never mention it, but when asked to think about why Caillou has no hair, our focus groups just laughed and replied: "He just doesn’t have any hair!"