Kingdom of Knuffel

You have a zebra who keeps on escaping but always come back.

You have a tiny, super-intelligent shrew who can speak twenty-three languages, counting the dead ones.

I'll go with the classic tabby cat.

You have a meadowlark as your companion; he gives you your own personal soundtrack.

a bat, like Bartok in Anastasia

Definitely a peacock!

You've got an albino chinchilla who likes to roll not just in any old dust, but in powdered colored chalk dust.
And then leaves little paw-prints in colored chalk everywhere.

A Queen Alexandra's birdwing butterfly. Several in fact, which act as messengers the way others use carrier pigeons.

I think a paradise bird, cuz of all the colors

A white horse