I am a gunslinger and prefer range attack against foes. ) So I was impressed to have my own dragon and took it. During solo playing I understood that the choice was wrong for me, because the dragon is lazy. First - dragon needs time to charge and attack, enemy has time to run away. Second - its shield is good to set your enemy on fire, but not to take less damage; need time to charge. Third - sometimes it looks like small gremlin and when you trying to get out from the crowd, it's shocking that someone is on your tail. It will be more helpful if it has some autoattack (clicking right button on pictogram to start).
What to choose for my style.
Cat is a close combat pet to get more health - not for me.
So I want to change my dragon for maskie because I hate menders )
No. This is all explained in the mission where you chose your sprite. And the guy even says things like, "Are you sure?"
Three Rings has hinted that we might be able to get additional sprites in the future.