Translation:The mouse was disappointed that it did not find cheese.
"was" disappointed the he "had" not found cheese, if we want to keep the tenses consistent.
"disappointed that he had not found cheese" would be "teleurgesteld dat hij geen kaas had gevonden", wouldn't it?
oh, btw, it should be IT had not found cheese. Maybe that was why it hadn't been accepted?
Strange, because in English the tense sequence should be "the mouse was disappointed that it hadn't found any cheese" - so Past Simple, and then Past Perfect (because it's an action that took place before another action you mention that is also in the past, it's a past in the past).
What sounds odd to my ears is 'that', though. I'd tend to say 'because' or 'since' in that context. At least it sounds more natural, in my opinion.
It can't be "het" because "muis" is not a neuter noun. I'd really like to know if I can say "zij", though.
It can be "zij", but only if the context has pointed out that the mouse is a girl. We use "hij" for a boy, of course, but also when we do not know the gender.
Some users implied that some words retained their original grammatical feminine gender. I don't know if that maybe only applies to regional or archaic use of the language.
Regarding the grammatical gender it varies, with obviously the difficult part being that there is no way of identifying if a word is masculine or feminine in Dutch. Hence a lot of people stick to zijn.
Another aspect is that some words can be both masculine and feminine, like de maan (the moon). This is probably related to our neighbours. In German it is masculine (der Mond) and in French it is feminine (la lune), hence with this the preference is personal and probably also regional.
With regards to animals Gerda82's explanation will do
Hence a lot of people stick to "hij" and "zijn", just to clarify. And I think you mean it is feminine in French. Weirdly enough, I live closer to Germany, but prefer "zij" and "haar" voor "de maan".
Can we say "De muis was teleurgesteld dat hij geen kaas gevonden heeft" like in German?