Well, it is not exactly a pet in the following photo.
I took this photo at the Grand Canyon a few years ago.
It is about a squirrel drinking water from a water bottle hold in someone's hand (not my hand). I should have taken a video instead...
While it is uncommon, squirrels can indeed make cute pets. I've heard the story of someone's squirrel would wait for the dude to come back from the work every day, so he could go out to take a dump instead of doing it at home. He would also stay inside the guy's front pocket during the winter when they go out together, because it is cold outside.