In answer to Jack's question last night, "Pets start earning talent points at level 20 and then gain a point every 4 levels."
So, assuming that your pets are your level (which they may not be with the RAF bonus) they should have 2 talent points. Cobra Reflexes should be where you put your first points. If, for some reason, they don't have any talent points, try visiting the pet trainer. Maybe you have to do to get your first point, I don't know.