Coco is one of the mascot creatures from the Palmier Kingdom—a fluffy yellow thing on a quest to find the Dream Collet and protect his home. He's got the ability to transform into a human, which he eventually uses to his advantage by becoming a teacher at Nozomi's school. Ostensibly it's to keep tabs on her, though the real situation gets complicated pretty fast.
Nozomi has a major crush on him, which clearly gets under his skin. He's embarrassed by the whole thing and does his best to brush it off, but fans often note the tension suggests he might feel something too—he's just not about to admit it. His human form goes by "Kokoda," a name that basically sounds like "I'm Coco" when you say it in Japanese, which is a pretty fitting joke.
Content compiled by AnimeList.moe from publicly available sources.