Without commenting on the fitness of this potential character's back-story, I will point out that it will not be possible to have a satyr companion mechanically represented in-game for this or any character. Likewise, it won't be acceptable for the character to make reference to a satyr companion that is not able to be shown on-screen and speak for/through said mechanically non-existent satyr as a way to sort of get around the fact that Wemics do not normally start knowing Common.
A small creature that rides with a character is one thing (and the monkey was as a result of a quest). An intelligent, dangerous creature is quite another. It would be akin to saying that you have a posse of armed guards with you at all times, other people simply cannot see them.That notwithstanding, as Dorganath pointed out, it would be unlikely that a satyr would wish to loyally help, rather than trick, an inexperienced Wemic.