"That Thing" was a very prominent recurring gag. It has a near cult following. It is always being said by Peter Potamus. It is said during virtually every one of Potamus' appearances.
What Is That Thing? Edit
Potamus almost never reveals what that thing is (with the exception of the episode Trio's Company where he says "Did you get that ring I sent ya?" and the Burnin Question, which was an insurance claim)
Potamus usually doesn't get the answer to "Did You Get That Thing I Sent you?". He is shown to get very joyful when the answer is yes. However,when the Answer is "no" or "what?" he goes into a frenzy of anger. He often asks Harvey Birdman this question.
"Did you get that thing I sent you?", is Peter Potamus' unconfirmed catchphrase.