Superior firepower is an invaluable tool when entering 'negotiations'.
1) Your pet now gets hungry and needs to be fed. If you don't eventually he will run away. To feed him click on the Feed Pet spell and then on a bit of food in your inventory. It will say if he doesn't like the food or not.
Petopia has great guides for caring for pets and is fantastic for thumbing through to find the right pet for you.
Having control of your pet means something very important to your fighting, you can send your pet in first so it holds the agro better. at 14 you can combine that with casting hunters mark in a nice little macro.
/cast Hunter's mark
If you want a suggestion, get a bear. At the moment its the best tank pet in the game until you can tame exotics and pets that are tanks let you go to town more on damage whatever spec you have.