In the film Thor Ragnarok, Fenris helps Hela take over Asgard and goes after Thor, Loki, Valkerie, and Bruce/the Hulk. In the original myths, Fenrir( as he was named), was Hela's brother. Is he also her brother, pet, or just an ally in the film?
I'm not sure if Hela called him Fenris or Fenrir (I thought she said Fenrir, because I wasn't expecting it so it stood out), though both names refer to the same thing. (I believe "Fenris Wolf" is actually a mispronunciation/mistranslation of "Fenrir's Wolf")
In the movie, the wolf is Hela's "steed", similar to a war horse. He's more than a simple pet, and it's likely he has at least some degree of intelligence. Hela can be seen in the murals riding him to battle along wide Odin, for example.
In the comics material, Fenris Wolf is the son of Loki, a giant wolf-like creature from Asgard. He's more frequently associated with Loki's attempts to bring about Ragnarok, Hela did unchain him at least one for the same purpose. In the comics, she fails to bring about Ragnarok, but Loki later releases Fenris and a few other classic Thor enemies, who collectively manage to shatter Mjolnir and destroy Asgard. The movie seems to have taken many of these later Ragnarok story elements and put Hela into Loki's place, including transferring Fenris's allegiance to her.
Fenris is referred to similar to a pet (she refers to him as "my darling"), although she describes how she rode him in to war as illustrated in the Asgard paintings. I believe she mentioned it as well, but I haven't seen the film enough to drop a quote for that last bit.
He is not her brother / Loki's child like in Norse mythology.