Mary had a little lamb
It’s fleece was white as snow
And everywhere that Mary went
The lamb was sure to go

It followed her to school one day
Which was against the rule
It made the children laugh and play
To see a lamb at school

The children’s nursery rhyme has two possible origins.

The first is that it came from England in the 17th century, when telling Bible stories outside church was illegal. Mary is the virgin mother of Christ, and the lamb is Christ himself. There are several references to Christ in the Bible where he is known as the “Lamb of God,” and so this fits the definition. The last line of the first verse is either where the rhyme originally ended, in which case the line makes reference to the Christian belief that Christ is always with you. However, if the second verse was also a part of the original, it may refer to the story of Jesus in the temple (distinct from “The passion of Christ” where Jesus threw the marketers out of the temple, which took place around 20 years later). In that story, Jesus had been taken to the temple by his parents, and had talked very intelligently to the men there, hence “making the children laugh and play.”

The other possibility is that a girl named Mary Sawyer took a lamb to school in the early 19th century and a friend wrote the rhyme. The school was the Old Redstone Schoolhouse Massachusetts, and was restored by Henry Ford, who put a memorial plaque there; her descendants apparently still live in the same town. However there are other similar stories involving other Marys, so it is conceivable that the first verse is the old version and the new one was added after a girl took a lamb to school.

Sources: http://www.rooneydesign.com/MarynLamb.html, cdom.org/wtc/wtc_archives/wtc051800/ wtc_pages/fr_bill.html, educated guessing.