Final answer:
In 'The Lion King,' Zazu is the character who says, "Oh, I just hear that name and I shudder" showing his discomfort.
Step-by-step explanation:
In the movie The Lion King, the character who says, "Oh, I just hear that name and I shudder" is Zazu. Zazu is the loyal hornbill who serves as the majordomo to the king. The quote shows Zazu's discomfort or fear, as the word shudder brings to mind involuntary quivers or trembles, usually as a result of fear, aversion, or cold.