Ilikemuppets said:
I think it was stated in the "unpaved" book that his first skit was in a Guy Smiley game show which he won, and his choices were a cookie or a trip to Hawaii or a cookie, and he choose the latter.
That skit is mentioned in Sesame Street Unpaved, but it doesn't say anything about that being his first skit. It was just briefly mentioned, asking "Remember when Cookie Monster was on one of Guy Smileys first game shows where he chose a cookie over an all-expense-paid trip to hawaii?". You could be mistaking the book for Jim Henson: The Works, which mentions that his obsession with cookies was decided after that skit, but it didn't mention that being his first appearance, either. It has been said that Cookie Monster appeared in the first episode, when Kermit lectures on the letter W.
Ironically, there are two different books that mentioned that skit, but neither one of them mention the name of that game show. Does anybody here know the name of that game show? I don't think it would have been shown on Noggin, because it seems like it was from the first season, and if it's true that Guy Smiley hosted it (and not a mistake) then Guy Smiley would have been called Sonny Friendly, which he was only called in the first season, and I've read that none of the skits where Guy Smiley had that name were shown on Noggin.