If you are on a pvp server(pve works as well), and you're raiding someone, try to use the rhino's charge attack. If your opponent has a rex, and you hit it with a full charge meter, it will be an instakill.
A woolly rhino had one main ability it is the absolute best creature to collect thatch when you give it enough room to charge it can destroy tree like they are not even there collecting thousands of pieces of thatch
There creatures are almost entirely passive, so long as you don't attack them. If you do aggro one (to kill it for either it's great pelt supplies or it's horn), it is best to get on top of a small cliff or something like that. Running away is almost always futile, as not only do they move faster the longer they charge at you, they do up to 10 times as much damage. If you are to run, don't run straight, unless you'd like to be a rhino's horn decoration.