The donkey can be bought at Mirage Island with Gilda Stars or in the Marketplace with Credits or is available through the second step of the Trade Run guide quest as quest reward. Donkeys come in 5 color options (black, white, grey, brown and ..?). They have a basic speed of 7.4 which makes them slower than Faction mounts. But donkeys are - contrary to normal mounts - able to carry heavy weight (trade packs/specialty goods) and still maintain a reasonable speed.
Donkeys do not learn any attack skills and have only two skills available upon reaching level 20, which are both temporary speed buffs (the first needs a carrot each time and the donkey can still be headed into different direction, the second is a dash with the direction fixed).