Translation:The mouse was disappointed that it did not find cheese.
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.
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