This is not the first thing Snoopy has ever said. It is the second. (The first, if you'll remember was "Boo!")
How human is Snoopy? Later he can do just about everything the other characters can except talk, and can even do some other things they cannot, some of them apparently quite special like the "Cheshire Beagle" trick he shows off on multiple occasions. Here he's not gotten his thought balloons yet, but it's obvious he's thinking something. We're just not told what.
