Ferrets require vaccinations, rabbits and rodents should have their teeth examined, and everybody should have a comprehensive physical examination to look for any signs of diseases as they age. Much like dogs and cats, these animals may need blood work to look at internal organ function, x-rays, treatments for internal and external parasites, and surgery for things like spays, neuters, mass removals, and dental work.
Exotics require special care, diets, and preventative medicine, and your first visit to the vet can provide you with invaluable insight to help keep your pet healthy and happy. They are also prone to a number of common and unique diseases and illnesses that require a veterinarian who is comfortable seeing small mammals to diagnose and treat.
With the exception of ferrets, these animals are all considered prey animals in the wild, meaning they are hunted by another animal. This makes them very wary by nature, and they tend to hide signs of illness very well until they are extremely sick, as the weak and ill are the usual targets in nature. Because of this, it is very important that your animal be examined as soon as possible if you notice any signs of them not acting like themselves, be it a change in interest in food or water, change in activity level, changes in bathroom behavior, or a change in their interactions with you. You know your animal best, and if you think something is not right, you are probably correct.