Curious Oracle Hatchling

You can pick between Oracle and Wolvar at the start of the chain, your reputation with the Sholazar factions doesn't matter.

First three quests, given together:

Playmates! - Take Roo to Winterfin Retreat in the Borean Tundra:

Oracle Orphan says: Look!
[npc=34489] says: Wanna see what I can do? [dances]
Oracle Orphan says: We can dance too! [spins around]
Winterfin Playmate says: Now dance together! [well, both dance]
Oracle Orphan says: We made a new friend!

The Biggest Tree Ever! - Take Roo to Grizzlemaw in Grizzly Hills:

Oracle Orphan says: We here! Only, if this is world tree, how come it broke when they tried to put whole world in?

The Bronze Dragonshrine - Take Roo to, well, the Bronze Dragonshrine in Dragonblight:

Oracle Orphan says: Look! Is that us? We think it's us. A bit older, maybe?
[npc=34386] says: We remember this visit, yes we do. Never forget what you learn from your new friend, little Roo. You got great future ahead.
Oracle Orphan says: Looks like we blessed by Great Ones! Shrines give magic, make us high-oracle someday? Maybe?

After those, two new quests are available:

Meeting a Great One - Travel through the Waygate in southern Sholazar Basin to the Shaper's Terrace in Un'goro (don't know if you need the Freya questline to have access to the Waygate) and let Roo have a look at the Etymidian:

Oracle Orphan says: Wow! A real Great One? We don't even think Soo-say has met a real Great One!
Oracle Orphan says: Um, hello, Mr. Great One. We are honored to meet you.
Oracle Orphan says: Maybe you're asleep, Mr. Great One? We understand. Must be hard working being Great One, collecting all the shinies we leave for you. [places a green crystal at the giant's feet]
Oracle Orphan says: We brought you a gift, Great One. Maybe you see it when you wake up. Maybe you remember we came to see you, oki?

Note that you can return through the Waygate to Northrend.

The Dragon Queen - Take Roo to Alexstrasza at the Wyrmrest Temple:

Oracle Orphan says: So that's the queen of the dragons? Hmm... we thought she'd be bigger. Yes, we did.
Oracle Orphan says: How come she doesn't look like the other dragons? could she turn into a big ol' dragon if she wanted to?
Oracle Orphan says: Um... Your Majesty, would you turn into a dragon for us?
[Alexstrasza bows down to the little oracle]
Alexstrasza the Life-Binder says: If I was in my dragon form, there wouldn't be any room for anyone else, little one.
Oracle Orphan says: Oki... How about now?

Next up: Play with your Orphan!

A Trip To The Wonderworks - Purchase a [item=46693] from [npc=29478] in Dalaran (Note: this is a quest item, not the normal Zeppelin item you can also buy from him) and throw it to your Orphan. He will catch it and throw it back. A really cute and adorable scene :)
The chain ends with Back To The Orphanage, seemingly without reward, but wait for a while, then you get a letter from Roo:

Dear <Name>,
We miss you a lot. Everybody likes our story about meeting the Great One and now they all want to meet a Great One too. They don't believe some of our stories. They think we made up dragon queen and dragonshrine stories. They just jealous.
Life at orphanage is better these days. Matron takes us out to play in the park, and sometimes we even get new toys, but we still lonely. We want to come visit with you. Maybe you take us some more places? You like that?
Your friend, Roo

and attached is [item=46545] :)

This is the pet received after completing Northrend's Children Week, if and only if, you pick Roo from the Oracles as the orphan you escort around.

The orphan will give you a serious of quests, when completed, gives more quests, until finally asked to be returned to the Matron. Then in the mail you will receive a similar pet, possibly Roo?, in the mail. However, remember these orphans count towards the ophan achievements, but you must have Roo or the Wolvar before turning them back into the Matron! It does not appear to work if you use the hatchling or wolvar you receive in the mail.

I did both chains on two different characters. I got a letter in the mail on each one..but there was no pet attached...what is going on?