What senses do they rely on the most? Not all animals rely primarily on sight. Also keep in mind that some of their senses might be significantly weaker or stronger than ours and they might even be able to sense things we can’t at all.
How do their beliefs about morality differ from ours? Do they even view things in terms of good and evil?
How intelligent are they? Are their certain concepts they can’t understand?
How do they communicate? What is their primary method of communication and how has that shaped their culture?
How have historical interactions with humans shaped their view of us? Do they view us as helpful? Threats? Just plain weird?
How anthropomorphic are they? It’s inevitable for all of your characters to act like humans to some extent (readers couldn’t relate to them or understand them well otherwise), but different works can give the same species different human traits (religion, art, complex thinking, etc.).
What kinds of resources do they need to survive? Consider the food they eat, the kinds of shelter they use, and other basic survival needs.
How has their environment shaped their behavior and culture?
How similar are they to real animals?
What is the species’s role in the food chain? What do they eat? What eats them?