Quote Originally Posted by Doomie
Nope. It actually refers to one specific line to the song.
To be honest, I never actually heard the song. But, these are the lyrics I found:

You know Dasher and Dancer
And Prancer and Vixen,
Comet and Cupid
And Donner and Blitzen,
But do you recall
The most famous reindeer of all?

Rudolph the Red-Nosed Reindeer
Had a very shiny nose
And if you ever saw it
You would even say it glows

All of the other reindeer
Used to laugh and call him names
They never let poor Rudolph
Join in any reindeer games

Then one foggy Christmas Eve
Santa came to say
"Rudolph, with your nose so bright,
Won't you guide my sleigh tonight?"

Then all the reindeer loved him
As they shouted out with glee:
Rudolph the Red-Nosed Reindeer,
You'll go down in history!

Hope you don't mind me posting them.
"They never let poor Rudolph join in any reindeer games" - This sound like the most fitting line for the riddle to refer to. However, I could be wrong. It could also be something with the names in the beginning. Blitzen, for example, has a name very similar to the monster Blitz. Not sure where I'm going here.