What animal do the children follow after they leave Mr. Tumnus' house?

The children follow the robin.

“Please, can you tell us where Tumnus the Faun has been taken to?” As she said this she took a step towards the bird. It at once flew away but only as far as to the next tree. There it perched and looked at them very hard as if it understood all they had been saying. Almost without noticing that they had done so, the four children went a step or two nearer to it. At this the Robin flew away again to the next tree and once more looked at them very hard. (You couldn’t have found a robin with a redder chest or a brighter eye.)
“Do you know,” said Lucy, “I really believe he means us to follow him.”
“I’ve an idea he does,” said Susan. “What do you think, Peter?”
“Well, we might as well try it,” answered Peter.

The children followed a robin as Peter suggested that in all the stories he had read, robins were on the good side

Please, can you tell us where Tumnus the Faun has been taken to?” As she said this she took a step towards the bird. It at once flew away but only as far as to the next tree. There it perched and looked at them very hard as if it understood all they had been saying. Almost without noticing that they had done so, the four children went a step or two nearer to it. At this the Robin flew away again to the next tree and once more looked at them very hard. (You couldn’t have found a robin with a redder chest or a brighter eye.)
“Do you know,” said Lucy, “I really believe he means us to follow him.”
“I’ve an idea he does,” said Susan. “What do you think, Peter?”
“Well, we might as well try it,” answered Peter.