Well... same as any kind of pet, really. Make sure he has enough food and drink, they seem to prefer the junk food you get from defeating Nightmares. Play with him regularly, they love companionship. They're pretty easy to train, within limits, and they can get stronger over time. Oh, and for some reason, it seems you can't have more than two of them out at any given time; the rest hide in some kind of pocketspace until you call them. They're kind of like familiars, really.