While this won't really be a tutorial per se I will explain how I made it in case you want to tackle something similar yourself.
I used fleece fabric, since I needed quite a bit and it is relatively cheap. In the past costumes I used a more furry fabric. I used a cotton/polyester interlock from Joanns for the lining of the sweatshirt, and to make some of the bumps on the back.
I used the Willow Wayfarer Hipster for Slimster pattern. I LOVE this pattern. I think this is my number one most used pattern. They fit great, seem to be comfortable and I can sew up a pair of these in less than an hour.
I used the Heidi and Finn Urban Unisex Hoodie pattern for this. I LOVE this pattern. This is my number two most used pattern. The fit is great, it is fully lined, and the style is uber cute. I made the sweatshirts with the hoodies, but after I finished I realized I shouldn't have. The hoodies hung over the bumps on the back so we ended up just tucking them in. The bumps were simply circles cut out and sewn on the back piece before assembly. I stuffed them with the fuzz you use for stuffed animals or pillows. I can't remember exactly what its called at the moment. The tail was made by cutting out two big triangles, sewing some bumps on, sewing them together, turn inside out, and stuffing with fuzz. I basted the tail between the band and the back piece of the shirt and then sewed the band on.
I made a pattern for the head that roughly looks like the above. I cut two of the head pieces out and then sewed the rectangle around the edges. Then I got a rectangle of 1/2" thick craft foam and looped it into a circle and stuffed it up the head to give shape and support. I stuffed fuzz behind the foam into the nose. I sewed a small "pillow" filled with fuzz and just stuffed it into the top of the head. I didn't secure it at all but it seemed to stay propped up by the foam. I folded the bottom of the fabric over the foam and sewed around the whole thing, not at all neatly. I should have done that a little nicer. ;) Selena drew mouths with a permanent marker, and we sewed buttons on for the eyes and the nostrils. I did make Allie's hat slightly shorter as she had a harder time keeping the hat balanced on her head.
If that isn't clear, please feel free to ask me questions.