1: Bring a torch (and equip it)

2: It'll come towards you and get on your shoulder

3: You'll now need to get one of three sources of xp; Harvest xp, Killing xp, or Crafting xp (for harvesting, chop down trees and for crafting do sleeping bags)

4: Once you fill up the appropriate bar with the corresponding xp, put yellow kibble into your taming slot (I used cyan) and feed it.

5: Repeat steps 3 & 4 until tamed