1) Have the selections in scene 1, so you can click on them or etc to choose.
2) Choosing does a Set Int action. Each animal choice will be represented by a number (a Global Int). So Cat is 1, Dog is 2, etc.
3) Start scene 2, unload scene 1.
4) In scene 2, have an FSM which does several Int Compares in the same state; one for each animal. So it will have an Int Compare that checks your global int if it's 1, and set it so Equal makes it go to another state for a Cat. Then another Int Compare to see if it's 2, if it's equal then goes to a state for Dog, and so on.
5) For the Dog state, use the Set Property to enable a gameobject that the dog is in. This gameobject is to be set as disabled by default in the editor. So to clarify, all of your animals have their own gameobject and are in the scene, but they all start disabled and this step will enable one when scene 2 starts.