Sky Pup is a warp zone in The Forest (Chapter 1). It is the first warp zone in the game and is found in 1-5 Holy Mountain. It is a bandage warp zone, containing two bandages: one on the first level, the other on the second level.
You get 3 lives per level; however, the lives reset for each level. For instance, you could die once and finish the first level with two (2) lives, and start the next level with all three (3) of your lives.
Sky Pup involves simple sawblade and platform jumping on the first two levels, the third requires dodging some vertically shooting sawblades. View a video walkthrough here.
This Warp Zone is named after the last level in the original Meat Boy.