hey gang! this is just a play on the old RCA dog who cocks his head when hearing his master's voice on the recording. If it is like my dog it doesn't just stop there so I imagined the dog going so far as sticking and getting his head stuck in the megaphone thingy looking for his master.
here's a link to a larger version of the design.
and for those question the type of player shown, in the very first ads well before record players there were cylinders used for playing music and sound. That's what I have pictured here and were in the very first ads using the RCA dog.