As far as I'm aware, using animal or anthro characters in an RP is very similar to any other character. I suppose the only differences would be taking into consideration more animalistic actions, rather than human. For example, a cat character would be much more likely to "purr" or "prowl" than a human character would, know what I mean? Animals or anthros may fight with teeth or claws, rely on their keen sense of smell, swivel or perk their ears when listening for something, etc.
Some things just depend on the particular RP you're in, but overall, RPing as an animal or anthro character is just adjusting your actions to act as an animal would - taking into consideration their differences in instincts and senses and anatomy. It's not a huge difference, I think.
