Desired CR: Everything! Wu is new, he needs friends. He could use people to protect him, other royalty to commiserate with, fellow animal lovers to hang out with.
Unwanted CR: None! Open to negative CR. He's sort of obnoxious, so that shouldn't be too hard to get.

Event Ideas:
White walkers - Wu can't fight, and it's really a threat, so I think the White Walkers will leave him mostly alone. HOWEVER I'm very open to him impeding others/getting in their way/needing to be protected if your character wants to protect a useless adult.
Big Bears - Wu will definitely befriend a Big Bear and will go around town with them.
Dream guides - Wu's dream guide will be a massive badgermole. Badgermoles can earth bend, so he won't be useless in this form! He could help people out, take care of them, keep them safe. Open to CR or new folks.
Spooky house - Wu is very used to fancy parties, and would be a fun host for this one. He's also very adept at social situations and it could be pretty fun to have him parse out whatever you want your character to deal with here.
Break ups in a car - This seems like a lot of fun for strangers! Come break up with a King.