Well, what I did was a neat little trick a classmate told me. Set your difficulty to hard right before you use a bed at dark, but wait for skeletons to come out. After you finish sleeping, and you head out, put your settings back to easy. Then, all the skeletons outside will be in the light and will burn up, and you can get arrows and bones. Once you have harvested enough bones (Can be random at times), go find a wolf in the forest or in a mountainous area and right-click the bones onto it. Don't left-click or it will butcher you.Eventually, it will have a red collar around it and it will be your pet. :D
