Great idea! I can't wait for companion dragons (as opposed to nukes in your pocket). Love the idea about the wolves and shadowcats too! Maybe as a random event your character can get one of the animal companions? Something like "you take your horse for a morning ride, and find a huge-ass wolf staring at you. It follows but does not give chase. You feel either cray-cray or in strange understanding of this wee beastie." Options would include bonding with it, trying to kill it, or trying to shoo it away. Maybe your kids can have an event, "you find young Ashara in the garden, talking with someone. Expecting to bust the stable boy, you are surprised to see her chatting with a hawk. 'Ashara, wtf?' She looks to you, smiling. 'Father, may I keep it?'" Responses include letting her keep it, killing it (earn mucho disapproval from all your children), and dragging her to the sept/seahall/temple. This event triggers almost always for skinchangers (not sure, are characters born with that trait?), very often for greenseers, somewhat often for Northerners and Wildlings, and occasionally everyone else.
As for the dragons...
Targish names: Grymoire, Maelstral, Luciferon, Verathion, Lorcan, Seawing, Shraynor, Viserax, Ragnaras, Fenrion, Skysong, Zephyrion, Wraithwing, Rafael, Raselion, Feynrael, Duskfyre
"Peasant" names: Fellfang, The Shrieker, The Huntress, Bullbreaker, Lady Lark (a friendlyish, somewhat playful dragon who the villagers fed since it was young)