You can have dog companions or cat depending on what you set that you can send to stores in the latest pack,but didn't have time to check yet this yet.
Seriously? So this could be what I am looking for indeed!
You can find pet companions lurking near towns and stables, they are usually named,pressing "E" will make them follow you. You can give them different commands and take them on your adventures. By default i think they are set to non-essential so you might want to make them essential.