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Trivia: The original video releases of the early 1990s include a handful of scenes that are not present on the recent DVD releases.
Answer: It's never been revealed.
May be able to find out more on the animated series.
Answer: In Mr Bean animated there is an episode where you see Mr Bean as a young boy and had the teddy then and he also liked mini cars. There is another Animated episode where Mr Bean discovers a UFO full of people who look just like him and they each have their own individual stuffed toy.
Dan23