I've just realised the last screenshot was not of the skeleton, but the wireframe! Sorry! I am not sure how to show just the skeleton, but here is a screenshot showing as much of it as I can...

https://www.mattscanvas.co.uk/skeleton.jpg

I have decided to start again as I seem to be getting lost! I had a copy of the penguin before I started rigging, so I will combine this and then take it from there I think.

Could I just ask though, when the model is combined to one mesh, how do you parent certain parts to joints? i.e. the wing to it's own joint? Because when I select the wing it selects the hole penguin now as it has been combined?

Any help greatly appreciated...