I've been seeing people get pets from the 'wheel', what is it? I can't find it anywhere? I'm confused, I'm not really new but I am really stupid.

You're not stupid. It's such a rare occurrence that a lot of people don't even know it exists, until they see someone mention it or happen to be on at the right time.

The Wheel is a special "event"(?). I wasn't around for the original, but nowadays it shows up around Black Friday. You obtain a ticket (mostly by buying with dias; it can be pretty difficult for newbies to participate), spin the wheel, and have the opportunity to win a themed pet.

Krin balances the settings every year so that themes with smaller populations are available from the wheel, while themes that are abundant won't be available. If you're lucky, you can end up with some really rare or old themes.

The original Wheel was available during festivals, with tickets that could be bought or obtained as a boss drop. This Wheel had a chance to stop on non-theme things, like avatar items, snare traps, and consolation prizes (that last one being the only real source of gene scanners and testing kits in the game for people who couldn't buy the infinite ones), and a very rare chance to land on a themed pet slot.
The themes available from the Wheel were Wheel Exclusives, resulting in them being called "Wheel Themes"

Here's a picture of the one from Fall 2014:




It was retired in... late 2015.

In late 2017, during the Black Friday Event, its replacement came in- the Black Friday Wheel of Themed.
The only thing obtainable from it is Themed Pets, and as Somneli said the things you can get from it are set up to boost the populations of themes that had fewer in number, though themes that were rare for how they were obtained remain a lower chance.
In 2017 we got some special gift tickets to celebrate its release, but now you have to buy the tickets from the Diamond Shop during the Black Friday Event.

Here's an image of the 2017 BF WoT (please excuse the horrible image clipping it's the best we have)