There is a collie that hangs around Sookie a lot. Bill seems to know more about it. After Sookie saves Bill and the dog licks her face, Bill says that the dog is checking on her. When she says that the dog must live nearby, Bill answers mysteriously: oh, no doubt.
Whenever Bill sees the dog he looks at him intensely.
If vampires really exist, maybe other supernatural beings exist too….

updated novembre 17:

In episode 11 we learn that the dog is in fact Sam Merlotte. Sam is a shapeshifter.