I don't think its any more special than any other pet. I trained my golden piggle to adult and it only got abilities that improved it's own stats and some lackluster derby tricks. But it is said that no two pets are the same even if they are the same kind so your's may get better abilities then mine did. Because I am told that a pet's abilities are predetermined and its stats only help increase those predetermined abilities if possible.
I don't think the golden piggie is anymore special then the piggie they gave you from doing the quests in the pet area! But! any pet can be made great if you hatch it will really good pets a good (probably 10 times with golden pigge) ; but maybe its worth it? :)