Mr. Socko was a sock puppet made famous by WWF wrestler Mick Foley AKA Mankind. When Mankind would do his signature finisher, "The Mandible Claw", he would reach inside his pants and pull out Mr. Socko and put it on his hand. He would then put the sock in his opponents mouth and inflict MASSIVE amounts of pain.
One day, Adam lost his Mr. Socko and recorded himself trying to find it. This spawned the catchphrase "Mom, Mom! If you see a sock with magic marker all over it, tell me."