There are no ninjas yet, only Billybob, Rsnail, Screenhog, Gizmo, Happy77 and other moderators can get ninja clothes and stuff (lucky them!). I went to the Club Penguin mod site which is icebox.clubpenguin.com. You will not be currently not be able to enter the site because they blocked it, but I had a sneak peek on the current projects for the rest of 2006 and discovered that ninjas will be implemented later on November.
HOW TO BE A NINJA
1. Go to the Dojo.
2. Stay there for 30 min. (max is 10 until idle; throw snowballs or dance to extend the time)
3. See 3 penguins with blue and black bands.
4. They will ask you if you want to be a ninja.
Note: Don’t do it yet because it will never work, just try it in late November. I'm not sure if they will be implementing this next month, so don’t blame me if they don't. Another thing, since I just posted the tutorial, people should stop asking questions on how to be one.