I could have chosen quite a number of beasts, but I have a decades old affection for goats. I’ve never yet owned or cared for one of the creatures, but I’ve always wanted to and I’ve not given up my aspirations yet!
There’s something about a goat (its inquisitive nature, its toughness, its cheekiness, its omnivorous taste for chewing anything- including your clothes- and the way they sneeze on the pollen in meadows) that draws you and gives them a character that sheep wholly lack. Our forebears appreciated this too and so goats have fairy associations all over the British Isles.
The best evidence is from Wales, in Sikes’ British Goblins, chapter 4. The bad-natured female fairies, the gwyllion, were closely linked with goats, which were themselves esteemed for their occult knowledge and powers. The Tylwyth Teg were said to comb goats’ beards every Friday so as to make them presentable on Sunday (a curious notion that says more about Welsh religiosity than the faith of the fairies). In the tale of Cadwaladr’s goat, Jenny the female goat turned out to be a fairy maiden in disguise, who led Cadwaladr to the court of the fairy goat king.
Keightley gives the Highland tale of the Tacksman of Auchriachan. It is a story of fairy theft from the tacksman (tenant farmer). He hears the fairies in their knoll planning their pilfering whilst he is far away from his home “in search of our allies, the goats.”
There may be a connection here with the devil; the horned goat is a well-known symbol of Satan. It is notable, too, that in Highland Scotland, at least, there was a belief (reported by some of Evans Wentz’ informants) that the origin of fairies was as fallen angels whose descent ended on the earth surface rather than in hell. Additionally, in western symbolism the goat represents lust and lubricity, so that it may be a trope for fairy wantonness. The horns might also denote supernatural power (see J. C. Cooper, An illustrated encyclopaedia of traditional symbols, Thames & Hudson).
Arthur Rackham, The wolf and the seven kids.