An elephant.

And it could speak English so it could clue me in when my memory gets spotty.

Maybe a buffalo.

This one never gets old:

Awwwww.

Goat.

Gollum

Reverting back to your caped days?

He looks fearsome enough:

Pocket Aye-Aye would be pretty cool.
Or perhaps a chevrotain.

Chevrotains look like sadistic nippers. No thank you, especially not in a pocket.

They look like little badasses.

I think a pocket tapir might be cool.

I had to Google that. Is that an anteater? I don't trust anything with an elognated snout.

I just think they're hilarious; I don't know what they eat. The baby ones are adorable.

They are a bit comical-looking. And I suppose it couldn't hurt to have a vicious miniature at your disposal. Potential attackers would never see that snout coming.

I just want something cute and fuzzy for moral support.

Miniature Hyaena. Oh yeah.

I don't particularly like the way their tongues loll out of their mouths. Indecorous on an otherwise respectable creature.

my dog or...

a chimp to walk across my desk and get my pen for me, so I don't have to reach.

a monkey.

Very dangerous. They like to nibble nuts, you know.

Has someone already posted that? I couldn't be bothered to read the whole thread before posting.