As a 45 year-old parent of a 4 year-old daughter I must say I have to agree with some other reviewers here - this show is terrible. I guess the developers of this show fail to understand that 4 year-olds will see Caillou as a role model and they do not get the character arc. So when Caillou is being whiny or ungrateful and he learns how to behave in the last few minutes of the show, what kids remember is the whininess, not the lesson.
Caillou is a horrible show that teaches kids how not to behave. My daughter actually started to behave much worse after being exposed to this show than she did before seeing it. At one point she even copied Caillou's style of tantrum - where he falls on the floor and kicks his legs while crying - on one level that was amusing but it was clear that our daughter was using the show to learn very bad behaviour. Thanks to the title lock on our DVR this show is now blocked and our daughter has once again become the sweet, well-mannered and happy 4 year-old she was before she saw Caillou.