In Norse mythology, the squirrel Ratatoskr (whose name is usually translated as "bore-tooth", and who is sometimes depicted with a unicorn like horn) is the messenger between the serpent at the base of the world tree Yggdrasil, and the eagle living at the top. Neither eagle nor serpent much like each other; Ratatoskr does not help matters, as it is known as a gossip who keeps the two rivals angry with each other. That's pretty much Ratatoskr's role in Norse mythology. The squirrel is a very, very minor character.
Despite its small stature (both literally and figuratively), Ratatoskr has managed to gain an important role in a Marvel comic and become a playable character in a popular video game. And the squirrel's two entrances happened one day apart.
Anthropomorphic fiction branches from a long tradition of mythic literature. When considering its roots, you may think of Aesop's Fables, or the fairy tales of the Brothers Grimm and Hans Christian Anderson. (My pick for most interesting would be Andrew Lang, who "examined the origins of totemism.")