There is little in the way of limits, though most mages choose animals that would be useful in a fight, such as wolves, bears, giant spiders and such.
I usually... wander back home, seeking ruins and other such interesting places in which to sleep. I have found most animals care little about humans or, in my case, elves. I have always found wolves to be very respectful as long as I do not encroach on their dens or threaten their pups. Not that I would either of those things by choice.
Shame and fear often cause people to make misguided choices but such things can be overcome. It is willful ignorance that is one of the true dangers.