People often make fun of the behavior of sheep following each other to refer to people who follow their leaders blindly as "sheep". However this, and other, behaviors have kept the species existing for thousands of years and should not be considered a negative.
Most sheep breeds exhibit moderate to strong flocking abilities. This means they stick together as a group. Through breeding programs people have selected this as a positive trait because it makes it easier for their keeper to watch them and work with them. It can make things tricky when you try to separateone sheep from the flock, because they will do their best to reunite with the group. Dominant sheep tend to be the leaders, while the others follow. This behavior is learned early on when lambs follow their mothers. Flocking is the sheep's main form of defense.
Sheep, even ewes, will engage in head butting to determine dominance. In males this will be more severe, but in lambs it can be quite playful. At feeding time (when not on pasture) dominant sheep will use their heads to push other sheep out of their way. Unlike goats, sheep rarely "butt" humans, except for some rams during the breeding season.
This is an action done to threaten you to stay away. This scare tactic is typical of a ewe protecting her young. Sheep have no other means of defense, even the breeds with horns do not use them as defense.
Through genetic selection the behavior for gentler animals has been successful. Although often skittish they would rather run away than fight back. This makes it easier for their handlers/shepherds to be women or children without danger of being hurt.
Although sheep will lie down to sleep and rest, when their handlers try to lay them down, they react strongly to stay on their feet. This is for survival. There is a proper technique for sitting sheep down to shear them, but on the whole an inexperienced person will have a hard time getting a sheep to lay down.
This is the playful, happy act of leaping into the air with all four feet off the ground. More often seen in younger animals and lambs. It is a sign of wellbeing.
A sick sheep will do its best to look strong and healthy. If they exhibit any abdominal pains, such as hunger, they will often stand with an arched back. This is very important for their keeper to spot early in lambs to see if they are all getting enough to eat/drink. A sick sheep will lose its rank in the pecking order, it will trail where it normally might have lead.
Sheep actually have very good memories and can be taught simple things, like whose stall is whose. They can even "learn" mazes, and can be halter trained. They will recognize their handlers and will even have favorite people. A bottle fed lamb will imprint/bond with humans and will often make an excellent animal for a petting zoo.
Over all it is important for any sheep handler to become accustomed to the normal behavior for the sheep in his or her flock. Any signs of variation should be a call for alarm. Different breeds have slightly different behaviors too, so when selecting a breed this should be considered.