Wittgenstein (the Wittgenstein of the Philosophical Investigations) wrote that we can just see that someone is in pain — we do not deduce the fact by tortuous analogies. Not only can I see my dog is hungry, but without needing to measure the activity of her salivary glands, I feel the inhuman intensity of her anticipation as I rattle about in the kitchen with dog dishes.
Ethology studies hard-wired behaviour. The spider, like the hedgehog, only knows one thing. (Either reason is the one thing we know, or it is where mankind rises above ethology, at least momentarily.) Given the role played by neoteny in domestication, it seems plausible that the affection of a cat for its owner is a transference of affection for the mother; the affection they sometimes show one another seems different in character, perhaps fraternal. Dogs are pack animals, cats have territories, and that knowledge sometimes sheds light on what they may be thinking; though in those cases it’s different enough from human thoughts to make them behave in non-human ways, there is a fundamental kinship that certainly facilitates empathy.
Then there is evolutionary speculation. Most dogs have trouble untangling themselves from the lead if it gets under a leg. Mine (who have long, extensible leads) are baffled when they go the wrong way round a tree and have to come back the other way. I’d say they are not cognitively equipped to deal with the problem, which would not occur in nature, even though some dogs could be trained to solve it. This is similar to the human difficulty with large numbers, or probability and risk. That looks like a case where reason is larger than ethology: it is possible to learn better habits of mathematical thought even if it remains natural (if that is the word) to worry more about plane travel than crossing the road, or panic about childhood inoculations.
Apart from the crutches of evolutionary psychology and ethology, last not least, there is history. If I were to tell you about my cats I would tell their stories, which it seems likely they do not know. Belinha frequented the bar round the corner, but the owner shooed her away when she got mange because it put off the customers. So we adopted her. She had two kittens, the only ones born and bred in the house, who have different parts of what I find it hard to resist calling her personality — and ten times the confidence. She certainly never showed affection to the others, because she was afraid of them, but she warmed to people over time if approached gently. The other cats chased her away, and she would go off for periods of several days. Recently she disappeared for good. Maybe she was turned into “beef” kebabs by the vendor on the square.
Those three kinds of knowledge don’t go very far. They may tell us more about ourselves than the animals we watch. That leaves careful attention, putting all theory aside.