Myfanwy
Myfanwy is a pteranodon kept by Torchwood 3 as a pet.
History
A pteranodon from an Alternative timeline, where its kind never became extinct, came through the Cardiff rift to 2007. (TW: Everything Changes, Meat)
It was originally found hunting in the countryside, killing sheep at night. (TW: Everything Changes) Eventually, Ianto Jones was able to trap it in a warehouse and to persuade Jack Harkness to help him catch it. (TW: Fragments) Ianto named it "Myfanwy" after a Welsh goddess with beautiful singing (ironically, the pteranodon's screeches sound horrible).
It became Torchwood 3's mascot and pet, and an essential part of their everyday life, even taking part in a basketball game (TW: Cyberwoman)
Jack Harkness was later able to use the pteranodon to attack Lisa Hallett, mortally injuring her. (TW: Cyberwoman) The pteranodon, on the other hand, survived the encounter. (TW: Meat)
Personality
Myfanwy came and went from the main base as it pleased, entering through a large opening on the ceiling. It was well trained, being called by a signal from Jack Harkness's wristwatch and only eating food with a certain "barbecue sauce" on it, which Suzie Costello had developed. (torchwood.org.uk, TW: Cyberwoman) The pteranodon also had a fondness for dark chocolate. (TW: Fragments)
Behind the Scenes
The in-universe Torchwood website refers to the creature as a pterodactyl, this caused alot of confusion with Torchwood fans who believed it was a pteranodon, infact, those people had pterodactyl confused with pterodactylus, pterodactyl is a group of creatures, including pteranodon. Torchwood Declassified mentions that the pteranodon was nicknamed Myfanwy by the cast. This is later shown to be the case in-univere, when we read an IM conversation between Ianto and Owen about Myfanwy's feeding habits (torchwood.org.uk).
Technically, it has appeared in every Torchwood episode so far, as a clip of it appears in the series' opening credits.