http://backstage.eve-inspiracy.com/index.php?topic=1634.0You will want this. A PF guide about the Federation, but has loads of Caldari history as well and is a very good read even if you don't play as either toons.
As for animals, there are plenty. Fedos, hanging long-limb, furriers (sp?) Slaver hounds and more.
A little bit of nit-picking from a long-time acid-bitter veteran; (of many games, actually) I would make the claim that WoW and EVE have comparable levels of debt and quantity when it comes to PF and back-story. Sadly, with the coming of wow and the milking-cow concept Blizzard took a major dump on their own PF in the name of profit. While there are many things about WoW and the lore I liked (Draenei and the High-Elf history among them) most of the story and 'interest' can be found in their older games - Warcraft 1,2 and 3.
I'd also make the claim that the severe lack of good RP (I played on a well-known RP server, perhaps THE RP server) and the proliferation of fuckingERPprickswhomshouldburninhell is due a general age-difference - EVE Online's average player age is considerably higher. That is a fact, take from it what you will.
Anyhow, Bottom line is while your likely to find better 'quality' RP in EVE than WoW, in EVE this can be somewhat hard to find - most RP'ers are sadly more isolated in their 'RP-bubbles' (discussions abound about the RP in EVE all over these boards, you can easily see for yourself) and interactions with one-another - at least publicly visible - is not nearly as common as intra-group engagements. As you get more involved in RP and your 'group' you will come to see how this... well, works - an how it all flows with other RP'ers in this game.
Anyhow enough from me. Welcome to Backstage, I'll get around to getting you a PDW at some point if you need it. The cute and fluffy one's are usually safe(er) around here.