Pets changing?
You can collect as many of the pets as you like and change them whenever you like (outside of combat). I don’t have a use for 80%+ of the pets, but I collected them all anyhow (because: eh, why not?).
If you press [f] a lot (which most of us do for good reasons), there’s a decent chance you picked up other pets.
tl;dr don’t delete the character; you cannot have “too many” pets.
Reproduced the bug by following the steps the OP listed.
I created a new Norn Ranger with a wolf pet, bounced back to the character select screen immediately upon loading in and went back in, pet stayed as a wolf. So I finished the tutorial area, logged out completely and logged back in and the wolf was now a river drake.
How odd. Evidently thinks you are a Human now, I guess.
Very strange! An update, though; when I levelled up enough to actually open the pet management screen and change pets it said I had the river drake but also the wolf was on there too so once I got to that level it wasn’t as big a problem as I thought it would be. They do both have the “you’ve been together as long as you can remember” (or something like that) message for when/where i met them, though.
Weird!