Hen Wen was a female non-anthropomorphic pig.
Born in Prydain in the Dark Ages, this cute little pig was also capable of creating visions of the future in pure water. She was kept in Caer Dallben by the wizard of the same name, and cared for by the teenage boy Taran, who was thus known as an “assistant pig-keeper”. Until the age of 14, Taran was unaware of Hen Wen's powers, merely thinking her to be a cute (albeit temperamental) pig.
However, Dallben revealed the secret to him when it became apparent that the Horned King knew of Hen Wen's powers and would try to hunt her down to exploit those powers. After some mishaps, Taran succeeded in freeing a kidnapped Hen Wen from the Horned King's Castle. The resourceful pig successfully found her way back to Caer Dallben, hinting at a surprising level of intelligence.
Later on, Taran and his friends took Hen Wen with them on some of their adventures to make use of her oracular talent.
Behind the scenes
Amusingly, early concept sketches of Hen Wen by Andreas Deja and Melvin Shaw depicted Hen Wen as a rather realistic, unassuming, unattractive swine, as opposed to the cute piglet she was eventually redesigned into.
In the Lloyd Alexander books, Hen Wen's powers worked differently; rather than make visions appears, she would see them herself in her mind and then use letter-sticks to convey them to Dallben.