Everyone says not to use a collar, but I use one sometimes as decoration (but never inside a cage). BUT I would
definitely recommend using a harness to walk your new furbaby, though. And if he/she's a baby, the best is to get the smallest possible. When I first got Baby I bought her a Coach collar, and it was WAY too big for her for the first few months cuz she was little. Now it fits her perfectly, and it's a XS (she's 10+lbs).
