I just used the Boucle Brushed Salt n Pepper Yarn that is 90% Acrylic and 10% Polyester. Mocha's face was created with a soft Ivory 100% Acrylic yarn. The pic shows what Mocha's body looked like before I brushed him out! Just like a poodle really. I used a soft brush and brushed every which way to free the long fibers in the yarn.
I use the stuffing that is in little clumps that is washable.
I don't think these are hard to make. The hardest part is getting legs to be same size. Just a difference in tension changes the shape and size.
here is a unicorn I made out of mohair yarn.