Just a useful list, here. If your Chao has started doing something weird, it's probably because you gave him an animal and he's learned its behaviour.
Chao seem to learn the animal behaviour instantly. However, I believe they can forget behaviours when they reincarnate. My Chao Chi was accidentally given a skunk when he was a new baby. It was the only one he ever had, and he definitely learned the skunk behaviour from it. I thought he was stuck with it. However, Chi recently reincarnated for the second time, and at the age of three he has still not done the skunk behaviour in this life.
Light Chaos Chao know every animal behaviour, for obvious reasons.
Seal: Rolls over on the ground
Sea Otter: Backstroke (must be able to swim first)
Penguin: Slides on his tummy
Parrot: Sings in an appalling voice. Other Chao will hold their heads and cry if they hear
Peacock: Struts
Condor: Does sit-ups
Boar: Sprints
Cheetah: Washes his face
Rabbit: Hops on the spot
Tiger: Sharpens claws
Bear: Roars at you!
Gorilla: Thumps his chest
Sheep: Somersaults
Skunk: Farts a cloud of gas
Raccoon: Spins in circles
Dragon: Breathes fire (careful, it can hurt other Chao!)
Unicorn: Kicks his feet out
Phoenix: Wags tail.
The black class animals have strange effects.
Skeleton Dog will remove other animal parts without adding any of its own. It also gives the Chao the ability to wear hats from the Black Market.
Half-Fish replaces the Chao thing with a blue-green flame. The Dark Chaos Chao has this effect naturally.
Bat removes your Chao's legs; the Chao will now float above the ground like a ghost.