Originally, Julien was intended to be a minor character with only two lines. However, when Sacha Baron Cohen auditioned for the role, he improvised not only an Indian accent, but eight minutes of dialogue for his recording. The filmmakers found Cohen's performance so funny that they rewrote the script and made Julien a much more prominent character in the story as King of the Lemurs.
Melman the giraffe wears tissue boxes on his hooves. This is a reference to Howard Hughes who was also a hypochondriac and suffered OCD (obsessive compulsive disorder). In his later years, Hughes wore tissue boxes on his feet believing this would keep away germs.
(at around 1h 18 mins) Sacha Baron Cohen improvised the line "It's got a gecko on it", and all of the following dialogue related to the gecko. The filmmakers found it so funny that they went to the extra work of creating a CG gecko for the shot.
The lead quartet were originally to be a lion, a zebra, a hippo, and an okapi. Melman was changed to a giraffe to make him a more familiar animal.
None of the main character animals (lion, zebra, giraffe or hippo) are actually housed at the Central Park Zoo. There are penguins, however.