When Hephaestus returns to Olympus after being thrown out by Hera, some authors/artists portray him as riding a donkey:
Is there any reason why he rides a donkey? Why not a horse or a turtle?
It seems, according to Theoi.com, that Hephaestus' animal was a donkey, but nothing on why. My own thought is that it, like Hephaestus, was a worker rather than a warrior.
He may have ridden it on his return to Olympus to show that he came in peace, as riding a donkey could symbolize peaceful intent.
Hera had once driven Dionysus to go mad. While he searched for a temple of Zeus in which to cure himself, he came upon a large marsh. He was unable in his maddened state to reason his way past it, but two donkeys came along and he rode one across the marsh. Grateful for the donkey's help, he gave it a voice with which to speak. Silenus, the foster father of Dionysus, thereafter rode the talking donkey on their travels. Dionysus is typically depicted riding a leopard, whereas Hephaestus is shown riding a donkey (see Poeticon Astronomicon, pp. 62-63).