If you are a class that uses pets you should learn everything you can about them, including how to best control them.

Summon Pet
Once you are allowed to have a pet you need to learn how to summon it. Typically, you need to first get training to receive your pet. Once you do that, a new summon pet button will appear in your spells menu. Hunters have to convert a pet from the wild with their special ability. Drag the summon pet button on to one of your action bar pages, and summon your pet. You will now see a new mini action bar that is used to control your pet. This is your pet action bar.

Pet Action Bar
Pet users get a special, smaller action bar they can use to control their pet. You can drag abilities onto this action bar. Your pet bar disappears when your pet dies. You can modify the auto-cast status of pet spells in the pet spellbook.

Pet Training
You can gain new abilities for your pet by visiting a pet trainer for that specific pet. If you don't know where to find one, ask more experienced players of that class. The trainers are around, but they may be difficult to find. Try visiting a new town.

Pet Location
Your pet shows up on the mini-map. The mini-map is very useful for keeping track of how far away your pet is as you travel around the world.

Pet Death
If you get too far away from your pet, or if the pet gets stuck, it will eventually unsummon. You will have to summon your pet again. Learn to lead your pet around so it doesn't fall behind. Another option is to dismiss your pet, and then summon it again once you've reached your destination.

Pet Healing
Your pet will heal after combat is over. Also, you can heal it yourself.

Pet Buffs
You can buff up your pet! Give it a shot.

Dismiss Pet
Right-click on your pet's name bar to see additional pet options. Warlocks can dismiss a pet if they no longer need it or wish to switch pets. Hunters needs to use an ability "dismiss Pet" to dismiss their pets.

Abandon Pet
Hunters can Abandon a pet forever in order to acquire a new one. If a less permanent solution is desired, they can stable a pet or use "dismiss Pet"

Stable Pet
Hunters can choose to stable their pet at an NPC which is usually located outside a local inn. Stabling a pet is like storing it in a bank, a less permanent solution than abandonment. Once the pet is stored, the hunter can tame and train a new pet which can also be stabled or unstabled at any time. Only 2 pets can be in a stable at any given time while a third is unstabled and summonable at the hunter's command.

Pet Modes
While your pet is active you have several common buttons to control it:

Attack : Select a target, and hit the attack button. There's a hot key to do it too. Look it up in the options/controls menu.

Follow : This command tells your pet to ignore everything else and just follow you.

Stay : This is useful when you want your pet to stay in place. You can leave it outside of town or a building, go do your business, and then come back to it. That way it won't be traveling around trying to reach you.