The Pigeon appeared in Season 3 Episode 4. The episode was called The Pigeon.
When Sue and Pete are trying to move house, the pigeon comes in the living room.
The people end up not buying the house because they don't like pigeons.
This episode is set on Friday the 13th and Karen Brockman reckons it is all bad look because of the things her parents have done that Mrs Bee told her was bad luck.