Rats are animals that are seen in Don't Hug Me I'm Scared 2 as well as referenced in many other episodes.
Don't Hug Me I'm Scared
In this episode, a dish labeled "Ratty" is seen for the first time.
Don't Hug Me I'm Scared 2 - TIME
In this episode, the dish from episode 1, as well as a place labeled "Rat Meat and Son's" in the Victorian era, as well as a rat, running away from the puppets.
Don't Hug Me I'm Scared 3
Dispite being outside, the character named Furry Boy closely resembles a rat. As well as during the story of Michael, as he pushes over a rock we see rats running away.
Don't Hug Me I'm Scared 4
Don't Hug Me I'm Scared 5
Don't Hug Me I'm Scared 6
In Don't Hug Me I'm Scared 6, the ratty dish can be seen in both the real room and in the cartoon sequence. The dish labeled "Ratty" is in almost all of the rooms.
In the HELP videos, Duck Guy states, "Well, whoever lives here certainly needs a tidy up. It smells like rats and gasoline in here!" Although the rats are never seen, there is a direct mention of rats.
In the Kickstarter videos, we can see Roy uploading a video called "Rat Eats Egg", and just before the scene ends there are a few frames of a picture of a rats face touching an egg, most likely eating it.