The first thing you should do is creating a home for yourself. See section 4.2.3 for details.
Note that each MOO has it's building policy. This is a good occasion
to remember that in any MOO you should always start by typing
help theme and help building before planning to build
and program things. Most MOOs also have instructions on what
kind of homes you can build,
e.g. at TECFAMOO there is an
Underground Construction Office (type @go #483)
outlining construction rules.
In addition ask a wizard for guidance
(type 'help wizard-list' to get a list of all wizards).
Some people do have pets. Pets and bots are tolerated in most ``serious'' MOOs if they don't disturb others. So enquire before you let loose spammy wanderers.