Use whatever Yarn you like and try going a hook size lower than recommended on the package, so that there are no gaps showing the stuffing. I used all yarn from my stash from yard sales!

Colors needed:
Tan Yarn
Dark Brown Yarn (2 shades)
White Yarn
Blue Yarn
Yellow Yarn
Light Pink Yarn
Dark Pink Yarn
Black Yarn
Optional: third shade of pink

YouTube is a great resource for any stitches you are not familiar with and learning invincible stitches and invincible color changes