To get started, go to your race's home city -- or try neutral cities Shattrath or Dalaran -- and head for the graveyard. There you'll find Catrina offering the quest The Grateful Dead. Follow a short quest chain and you'll wind up with your very own Macabre Marionette for the keeping. For a longer quest walkthrough, check out the Macabre Marionette writeup on WarcraftPets. And good luck -- though for a quest chain this simple, you probably won't need it.