I believe that is the cat that found you. That would explain why you can't attack it. I have had the cat follow me all the way to the dwarven bread inn before. After I got there it just ran off. Maybe if you get the cat some kills he will eventually level up into a super kitty. The second time around I will test this idea of mine.

Supreme Wizard Is it a bird? Is it a plane? No it's a fireball heading your way!