Hello. I am Bantam_Gantum and I wanted to make a Contribution to this forum. I have made a Hunting tutorial/help-guide, so I will post it without further delay...
Paragraph 1 - Easy Prey
The easiest animals are the ones that you can get right out of buying the "Hunting" skill. This includes Rabbits,Chickens, Rats, and Toads.
Rabbits - These furry little fluff-balls give you these Items: 1 Bone, 1 Rabbit Meat, and 1 Fresh Rabbit Fur. These guys are fast, so I have developed my own way to catch these little vermin. You must first find one, walk up until you are almost on top of it, switch to "Run", then Right-Click. It doesn't even have time to know you are there.
Chickens - These close-knit cluckers travel in Herds, so if you see one, there is usually more. They spawn on Grasslands and Heaths, so go straight to there if you are looking for them. The herds range in size from 5-to-15 or so. There is always one Rooster(and only one), and the rest are Hens and Chicks. The Roosters and Hens give:1 Dead Chicken/Rooster, 1 Chicken Meat, 3 Feathers, and 1 Bone. Same tactic as in "Rabbits".
Rats&Toads - These things are useless, ignore them.
Paragraph 2 - Stingy Fellers
These are the animals I have classified as "Moderate" class, which include needed to use a sling/bow or Melee.
Aurochs(en) - These hairy mammals travel in Herds. If you hit one of them, they all charge. I recommend using a Sling/Bow from a boat, or making a fence around a Boulder. They travel in Herds of 5-to-10, so that is good. These guys are difficult to kill, so I recommend level 10 Marksmanship or higher when dealing with them. They give the following items: 1 Fresh Cow Hide, 3(?) Beef, 5(?) Bones, and 3(?) Intestines. You can use a Clover and Bucket to get Milk. Tamable
Mouflan - These fluffy piles of wool act almost exactly like the Aurochs(en), except they have a higher Maximum herd limit (5-20ish). They give the same things too, so just refer to the "Aurochs(en)" for Information.
Fox - These guys are fast, and hit hard. They spawn in Forest, so look out in that area. I recommend trapping it with either posts or fences and pelting it from outside. These creatures give the following items: 1 Fresh Fox Fur, 3(?) Bones,3(?) Intestines, and 3(?) Fox Meat.
Paragraph 3 - Tough Basta*@#
These animals are highly aggressive, Difficult, and attack when they see you. So look out for the following.
Boar - The most infamous of them all, since they are more common than bears or anything else, and just pop out of nowhere. Sometimes mentioned as "Ninja Boars", look out for them. They have a "Sight" range of roughly 15-20 tiles, so be sure to stay out of that range. This beast give the following items: 1 Fresh Hide, 3(?)Boar Meat, 5 Bones,3(?) Intestines, and 2 Boar Tusks. I recommend 20 Marksmanship or higher, and trapping this dangerous beast.
Deer - I know that these animals are not "Dangerous", but they are the most difficult in my opinion. The only occasion that i've ever killed one was when I had 2 of my friends, since Deer can heal themselves and other animals. They spawn in Herds of 1-5, so they are not very common. They give the following items: 1 Fresh Hide, 5(?) Deer Meat, 5(?) Intestines, 5 Bones, and 2 Deer Antlers. Marksmanship 40+, or a few friends.
Bear - The most fearsome, I do not have much recorded information myself, so please contribute.
Thank you for taking the time and patience to read through my thread, I hope you have gained useful knowledge. Please contribute or Verify anything marked with a "(?)". Thank you again for your time.
-~Bantam~-
Other Sources : http://havenandhearth.wikia.com/wiki/Haven_and_Hearth_Wiki <--Official Wiki
Edit: Added Linky