[Mushroom]

Rats are great.
They get attached to their owner and to hell with everyone else. You really can't get a rat that isn't yours to do anything it doesn't want to.
That said, they're kind of cute. Male ones less so because they piss everywhere. But they're still pleasantly pointy and playful.

As far as training goes, the general rule (as with most animals) is that a rat won't do anything unless there's something in it for the rat. So if you want it to do something, try persuading it to do it with food, and then giving it food when it's done. It should pretty soon figure out that it gets rewards for doing whatever.
I'd urge you to teach it to agree to go back into its cage as soon as possible - they really don't like that, and it's incredibly difficult to force them!