"How the Pre-TMNTs Got Their Colors"

As Michaelangelo sits caged on the Coast Guard ship, he reflects back on his past. We learn (in a light hearted adventure) how Master Splinter had trouble telling the TMNT apart back when all four Turtles wore red bandanas. As the pre-teen Turtles use their talents to foil the scheme of some comic book thieves, they find a comic book featuring Donald Duck's nephews - and they decide to adopt the duck's caps as a way for Splinter to tell them apart. Splinter explains that eventually the hats wear left behind, but the color schemes were transfered to the bandanas.

Finding the Duck comic.