Occasionally, I will stumble across a shadow while playing in peaceful, survival mode. The first time, I just ignored it. The next time (in a different part of the world), it appeared to be a mule (only knew this by the sound it made as I killed it). The last time, it was a sheep because I could hear it baa-ing. I tried to change the color of the sheep's wool to make it appear. This did not help. I can interact with the animal (feed it, milk it, sheer it, kill it), but it still only appears as a shadow. It is random though, as I can see other animals around.