See how often they participate in the script: HERE.
Character Story: A creature commonly found in Link's hometown Ordon Village. Goats live at Ordon Ranch which is where Link works at the start of the game. Due to their protective nature, goats are the only animal that Link cannot talk to as a wolf. They simply attack him.
Race Story: Animals appear all throughout Hyrule and are often often helpful in their own ways, either directly or through subtle advice. Link can talk to them when he is in his wolf form.