This project can become just about any 4 legged Critter you desire, by adding the desired color outer layer of wool & features.
I started with 22 gauge florists wire and twisted a basic shape.
Next I took some wool yarn that I had spun, and wrapped the armature. I made a small tight ball of the yarn to fit inside the loop of wire for the head.
Next I started adding small amounts of core wool, wrapping it around the body, and started carefully needle felting it on using a 36S needle, working very carefully & slowly so I didn't hit the wire. What seemed to work the best is to poke parallel to the wire, if you get what I mean.
I added small balls of core wool to the bottom of each foot, because I didn't like how close the wire was to them.
Now just keep slowly poking & shaping & adding core wool to end up with the shape you want...this could end up being a wide variety of different kritters, using this basic wire armature. Most importantly, work slowly & carefully, so that you get it well felted & do not break any needles.