PB has built a safe place for Neddy deep within the Candy Kingdom, where he sits alone and content sucking on candy tree roots and producing copious amounts of candy juice, which the Candy Kingdom uses for bathing and for its healing properties. He had lived there in supposed peace before the King of Ooo disturbed him, causing Neddy to run away in a panic. PB successfully brings him back home. When asked about the differences between the two siblings, she says, "People get built different. We don't need to figure it out, we just need to respect it."
Neddy has a very infantile mentality. He is extremely sensitive and easily frightened, especially by the presence of other people or creatures or even funny looking plants, to a near-crippling degree. Nearly anything outside of his extremely narrow comfort zone sends Neddy into a terrified panic, making him scream and cry and run away. His only source of comfort is suckling candy tree roots and his sister making popping noises with her mouth. The lullaby from PB can calm him because he loves his sister.