Merlin

Merlin was the Mars' family pet. He is a bird of unknown species. The player can interact with Merlin while playing as Ethan Mars in the prologue, before Grace and the two Mars children return home. Merlin dies suddenly after Ethan finishes playing with his two sons, and goes upstairs to find Shaun mourning his dead pet.

Symbolism
Merlin's death foreshadows the death of Jason. Shaun blaming himself for what happened to Merlin is an allusion to how Ethan blames himself for his own son's death. Shaun also states he would do anything if Merlin could come back to life, which is similar to how Ethan is willing to complete the trials set by the Origami Killer in order to save Shaun. Furthermore, in order to comfort Shaun, Ethan tells him "There are some things which just have to happen, even if you don't want them to," one of the game's themes.

Trivia
Merlin
 * Merlin is the first character to die in Heavy Rain.