User blog comment:WonderfulAsia/Hetalia English Dub Cast Updates/@comment-1271618-20100708220214

Yeah, the bit with Belgium appearing in a thought bubble was something added to the anime version of the cat festival strips, originally Hungary only mentioned Belgium by name.

The first episode appearance is based off her cameo in volume 1's meeting strip, though Himaruya drew her differently then (and the anime makes her look even stranger!)