I’ve used Stylecraft Special DK in Soft Peach with a 2mm hook – but any DK yarn & hook will do.

Felt: Turquoise and White felt for eyes, Grey for ears
Fabric glue to attach felt pieces
Wire or pipe cleaners for feet **
Black embroidery floss for mouth.
Polyester toy filling
Pins to place pieces before sewing together
Darning needle
Stitch markers (I prefer using scrap yarn as “stitch markers”)