Answer: It's never been revealed.
May be able to find out more on the animated series.
Do-It-Yourself Mr. Bean - S1-E13
Factual error: On a close-up of Mr. Bean's calendar at the very beginning, New Year's Eve 1993 is depicted as a Saturday, but in reality, this day was a Friday. (00:00:40)
Trivia: The Latin lyrics used at the beginning are "Ecce homo qui est farba, qui est farba, qui est farba", which mean "Behold the man who is a bean". At the end, it's identical, but "Ecce" is changed to "Vale"; "Farewell, man who is a bean." Before and after the advert break (in the UK version), the lyrics are "Fin de partie primae" and "Pars secunda" - "End of Part One" and "Part Two".
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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