Checking the book wiki:

"Maester Luwin discounts the dreams which Bran and Rickon experienced before Winterfell was informed of Lord Eddard's death"

A forum post argues Rickon is described as wild like his wolf, a three/four year old and pup growing up together without discipline. And later "Whenever Rickon gets upset or annoyed his wolf starts acting the same way"

So some clues, unlike Sansa who got cut off with Lady's killing.