From Homestar Runner Wiki
Sherlock is the star of Sweet Cuppin' Cakes. He looks like a strange, egg-shaped, blue cow and moves by hovering like a helicopter. His language appears to be a sort of weird, obscure murmur. It is perhaps for this reason that he never speaks with any of the characters; instead, most of his lines are apparently soliloquies. His main goal in life is to get The Worm out of its hole in the ground.
It was learned that his name was Sherlock from the strongbad_email.exe DVD. Previously, he had been referred to as Cowcopter in the Sketchbook as well as in the program for his GIF (Easter egg from crazy cartoon). If not for The Brothers Chaps mentioning it, his name would never have been known, as it has never been mentioned on the site itself. Even when Homestar Runner complains about Sherlock in the 2009 update of Punkin Stencils, he never refers to him by name, instead simply referring to him as "that thing" and describing him as a "bump in a shape of a hoop and a hey" and a "marshmallow hoo-hooshmalla-heyballa-hoo".