http://elderscrollsonline.com/en/news/post/2013/09/05/developer-question-of-the-week-37

Well my brain just exploded:

Okay If i came across a baby unicorn i will train it to be the most vicious fighter in all of Tamriel, Horn and Gore!

It would be a White Guar and I would raise it to be my mount.

Is this them implying something about pets?

I think so, combat companions to be exact, not sure if implying that they are putting them in the game or just considering the idea.