Free for All - S1-E4
Trivia: This episode's writing credit reads "Paddy Fitz." This was one of many pseudonyms Patrick McGoohan used in writing, directing and producing most of the series himself. "Fitz" was borrowed from his mother's maiden name, Fitzpatrick.
Chosen answer: We're led to believe Rover is some kind of robot in the series. According to books on the show, Patrick McGoohan was looking for an unusual guardian for the Village, looked up at the sky, and saw a weather balloon, which was what Rover was.
Captain Defenestrator