|This article is about the current version of DF.|
Exotic pets (creatures with the PET_EXOTIC token) require additional time and effort to tame. Dwarven civilizations generally start with little or no knowledge of how to tame exotic pets, resulting in poorly-trained creatures until your animal trainer develops the necessary knowledge through practice.
A safe (but slow) way to gain knowledge taming exotic pets is to simply leave them in their cages. Their (poor-quality) training will quickly expire, and an animal trainer will perform the initial training task over and over again, gaining knowledge with each attempt. This is also a safe way to gain knowledge from creatures who cannot successfully be tamed (such as captured mounts and named enemies).
Note that elves appear to have no trouble training exotic pets; the elvish caravan will regularly offer fully-tame exotic pets for trade. Elves also seem to be able to tame otherwise untameable creatures and sell them to you.