Physical OverviewFennekin as a species is a lot more straightforward than other Pokemon Species out there (I'm looking at you, Eevee). At a glance, Fennekin is heavy inspired by the Fennec Fox. It is a small, foxlike creature if a light yellow fur covering most of its quadruped body. It has dark orange tufts of fur present in the ears, that resemble flames. The tip of Fennekin's fluffy tail is the same dark orange color. Fennekin has a white muzzle, with tufts of white fur sticking out around the cheeks. Fennekin has a dark grey nose that is very pointed, and its eyes are the same dark orange color as its ears and tail tip.
One of the most obvious traits that Fennekin has in common with the Fennec Fox is its ears. Both species have extremely large ears in comparison to the rest of its body. The Fennec Fox uses its large ears as a radar to hunt for prey beneath the sand in its environment. Fennekin uses its ears for basically the opposite reason. Fennekin releases large bursts of heat from its ears (reaching over 390F) as a way to intimidate its opponents.
Fennekin is a fairly small Pokemon, reaching roughly 1'4" (around 40cm). This height does not include Fennekin's massive ears. Fennekin weighs in at 20.7lbs (9.4 kg). There are some size discrepancies in the Pokemon anime, which often depict Fennekin being a lot smaller than it should be. It's possible that Serena received an extra small Fennekin (which is closer to the size of an Eevee), but it seems more like that this was just a decision made by the anime team.
Shiny Fennekin is a very beautiful thing. Instead of a creamy yellow coat, shiny Fennkin has a dark silvery coat that can sometimes appear to have a purple sheen. The dark orange tufts of fur around the ears and tail are replaced with a darker red color instead. This combination of colors works surprisingly well for Fennekin, and is quite cute. There are some Pokemon that have very jarring and unusual looking shiny forms, so I think that Fennekin definitely lucked out and got one of the better ones.
The odds of obtaining a shiny Fennekin are very low, but it can be done if you are dedicated enough and have the time to spend on it. Generally, the odds of obtaining a shiny Pokemon is about 1 in 8,192. In later generations, there are things you can do to better these odds. The 'shiny charm' item increases the odds to 1 in 2,370.6, and can work in conjunction with other methods. To obtain the shiny charm in X/Y, you have to complete the national Pokedex. Finding a Fennekin is the wild is not an option, so you will have to start hatching eggs like crazy. Or, you could chance the odds and reset your game until your starter comes out shiny. This is extremely time consuming, but it does work (I have received shiny Litten and Torchic this way).
You can increase your odds of hatching a shiny Fennekin by breeding your Fennekin with a Ditto that comes from a region different than your own. This puts your odds closer to 1 in 4,000. That is excluding the shiny charm, which I believe will stack and increase those odds further.
Behavior OverviewFennekin is described as being temperamental, but eager to please its trainer. Fennekin as a species definitely seem to have a feisty attitude. Serena's Fennekin on multiple occasions has fired small attacks at Ash and/or Pikachu for doing something that displeased or offended it. This is especially true in instances where Fennekin's appearance was ruffled in some way. Fennekin is quite fickle, especially when concerned about its physical appearance. This is easy to see not just from its anime interactions, but also from official game and merchandise art.
Fennekin care a great deal about its appearance, and absolutely does not like getting dirty in any way. Being groomed is something that Fennekin seem to enjoy, and they take pride in having a clean and shiny coat. We see an example of this with Serena's Fennekin, who is quick to despair if its coat gets dirty. Despite its love of cleanliness, a Fennekin is willing to step up and protect its trainer if the situation calls for it.
The Fennekin species also seems to enjoy munching on twigs, of all things. All of the Pokedex entries mention Fennekin's love of twigs. It is also suggested that eating these twigs gives Fennekin the fuel to maintain its high body temperature. Serena in the anime has been seen multiple times giving her Fennekin twigs to munch on.