"1: Will i get a horse for free through the story?"
A: Nope. You need to buy one with gold or with crowns. Difference between horses is only cosmetic and once bought it is an accountwide purchase.

"2. How do i get away with stolen stuff?"
A: you can sell it or launder it at a fence. Launder is interesting if the merchant price is much lower then the price when trading to other people. You can find a fence in the refugee in all major towns. This is indicated (when close) with a white trident-icon on the map.

"3. which pets help me to kill mobs?"
None. Only summons can do that. Some summons are not very petlike (e.g. a standard that is immobile and doesn't move around, but deals AoE damage) and some will have a petlike behaviour (like the sorcerer summons). But they always come from using a skill on your skillbar. Pets in this game are always non hostile.