Small amounts of yarn, any colors
US 3 needles - can use 2 dpn’s for such a small object
F or G hook

also lists links to these specific types of finger puppets:
Puppet History
Ballerina
Melissa
Hawaiian Girl
Angel
Witch
Clown
Queen
King
Pocahantas
Spidey
Grouchy
Cookie
Borgette
Captain Kate
Bébé
Bug Collection
The Animals