Sheep wander around aimlessly. When they come to an obstacle they will often try to breach it by jumping, which makes for some odd behavior when at obstacles they cannot overcome. They will make no attempt to stay out of water, and a common sight is several sheep bouncing up and down in the water. Sheep often spawn in groups of 2-8. Like all other passive mobs, they move entirely randomly, and although it can appear that they are attracted to light, this is not the case. It is a common sight to see passive mobs clustered in lit areas at night, but this is only because that is the only place they can spawn, and they will often wander out into the dark. Differently colored sheep act exactly the same as their white counterparts
Trivia
Pink sheep can occur rarely, along with brown, grey, and black