That is entirely up to you. It is likely that if you are the parent of the guest of honor, you’ve already seen Cocomelon so often you have memorized every episode. In your case, don’t bother. If you are a relative or friend throwing a party and don’t live with a preschooler, you should probably watch one or two episodes to get a basic understanding.  Cocomelon is on most major streaming services. Since those contracts aren’t set in stone, check out Cocomelon’s website for a complete list of where to watch it.